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A Direct Derivation of the Exact Fisher Information Matrix for Bivariate Bessel Distribution of Type I
Department of Statistics, Fasa University, Fasa, Iran
Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iran
- 1 Department of Statistics, Fasa University, Fasa, Iran
- 2 Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iran
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Abstract
This paper deals with a direct derivation of Fisher’s information matrix for bivariate Bessel distribution of type I. Some tools for the numerical computation and some tabulations of the Fisher’s information matrix are provided.
KeywordsBessel DistributionFisher Information MatrixDigamma Function
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