We focus on the calculation of the Fisher information contained in a random sample with type II censored data from a Dagum distribution. Unlike the decomposition methods already known in the literature, we provide a direct calculation of the information matrix using one reparametrization of the density of the Dagum variable. The inverse of this matrix can be used to determine analytically the asymptotic variance-covariance matrix of the maximum likelihood estimates of the unknown parameters.

Domma, F., Giordano, S., Zenga, M. (2013). The Fisher Information Matrix on a Type II Doubly Censored Sample from a Dagum Distribution. APPLIED MATHEMATICAL SCIENCES, 7(75), 3715-3729 [10.12988/ams.2013.33157].

The Fisher Information Matrix on a Type II Doubly Censored Sample from a Dagum Distribution

ZENGA, MARIANGELA
2013

Abstract

We focus on the calculation of the Fisher information contained in a random sample with type II censored data from a Dagum distribution. Unlike the decomposition methods already known in the literature, we provide a direct calculation of the information matrix using one reparametrization of the density of the Dagum variable. The inverse of this matrix can be used to determine analytically the asymptotic variance-covariance matrix of the maximum likelihood estimates of the unknown parameters.
Articolo in rivista - Articolo scientifico
Order Statistics, Censoring, Maximum Likelihood Estimation, Variance-Covariance Matrix
English
2013
7
75
3715
3729
none
Domma, F., Giordano, S., Zenga, M. (2013). The Fisher Information Matrix on a Type II Doubly Censored Sample from a Dagum Distribution. APPLIED MATHEMATICAL SCIENCES, 7(75), 3715-3729 [10.12988/ams.2013.33157].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/46849
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