iFI: Inverse of Fisher Information matrix

In DiscreteLaplace: Discrete Laplace Distributions

Description

Inverse of Fisher Information matrix for the DSL.

Usage

iFI(p, q)

Arguments

p	first parameter p, in (0,1), of the DSL
q	second parameter q, in (0,1), of the DSL

Value

The inverse of Fisher Information matrix. Take a look at the references for more details.

Author(s)

Alessandro Barbiero, Riccardo Inchingolo

References

T. J. Kozubowski, S. Inusah (2006) A skew Laplace distribution on integers, Annals of the Institute of Statistical Mathematics, 58: 555-571

See Also

iFI2

Examples

p <- 0.2
q <- 0.8
iFI(p, q)

Example output

           [,1]       [,2]
[1,] 0.48110345 0.02206897
[2,] 0.02206897 0.03337931

DiscreteLaplace documentation built on May 2, 2019, 5:52 a.m.