ioFI2: Inverse of the observed Fisher Information matrix
In DiscreteLaplace: Discrete Laplace Distributions

Description Usage Arguments Value Author(s) References See Also Examples

Inverse of the observed Fisher Information matrix computed on a random sample of ADSL values.

ioFI2(x)

`x`	a vector of observations from the ADSL

The inverse of the observed Fisher Information matrix.

Alessandro Barbiero, Riccardo Inchingolo

A. Barbiero, An alternative discrete Laplace distribution, Statistical Methodology, 16: 47-67

iFI2

n <- 100
p <- 0.4
q <- 0.7
x <- rdlaplace2(n, p, q)
M <- ioFI2(x)
par <- estdlaplace2(x, "ML")
se <- diag(sqrt(M))
par # MLEs
se # standard errors
M # compare with  the inverse of Fisher Information matrix
iFI2(par[1], par[2])/n # with MLEs plugged in
iFI2(p, q)/n # or the true values