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Information matrix for a mixture of two Laplace distributions |
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| Authors: | Dongseok Choi Saralees Nadarajah |
| Affiliation: | (1) Division of Biostatistics, Department of Public Health and Preventive Medicine, Oregon Health and Science University, Portland, OR 97239, USA;(2) School of Mathematics, University of Manchester, Manchester, M60 1QD, UK |
| Abstract: | The Fisher information matrix for a mixture of two Laplace distributions is derived. Numerical tabulations of the matrix and a computer program are provided for practical purposes. The work is motivated by two real–life examples discussed in Hsu (Appl Stat 28:62–72, 1979) and Bhowmick et al. (Biostatistics 7:630–641, 2006). |
| Keywords: | Fisher information matrix Laplace distribution Maple Microarray experiments Navigation errors for aircraft position |
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