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Fisher information matrix for the Feller–Pareto distribution

✍ Scribed by Vytaras Brazauskas


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
103 KB
Volume
59
Category
Article
ISSN
0167-7152

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✦ Synopsis


In this paper, the exact form of Fisher information matrix for the Feller-Pareto (FP) distribution is determined. The FP family is a very general unimodal distribution which includes a variety of distributions as special cases. For example:


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✍ Raimund J. Ober 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 107 KB

Estimation of parameters of linear systems is a problem often encountered in applications. The Cramer Rao lower bound gives a lower bound on the variance of any unbiased parameter estimation method and therefore provides an important tool in the assessment of a parameter estimation method and for ex