Fisher information matrix for a four-parameter kappa distribution
In this paper, the exact form of Fisher information matrix for a four-parameter kappa distribution (K4D) is determined. The K4D is so general that includes a variety of distributions as special cases. The necessary condition for the existence of Fisher information matrix is for k[not equal to]0, h[not equal to]0.
Year of publication: |
2007
|
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Authors: | Park, Jeong-Soo ; Yoon Kim, Tae |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 13, p. 1459-1466
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Publisher: |
Elsevier |
Keywords: | Beta function Digamma function Extreme value distribution Hydrology Maximum likelihood estimation |
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