normalFisherByHessian: Compute Fisher information matrix by the negative expected...

In gofedf: Goodness of Fit Tests Based on Empirical Distribution Functions

Compute Fisher information matrix by the negative expected value of Hessian matrix in Normal distribution.

Description

Compute Fisher information matrix by the negative expected value of Hessian matrix in Normal distribution.

Usage

normalFisherByHessian(theta)

Arguments

theta

a numeric vector of length two, containing MLE of parameters in Normal dist

Value

Fisher information matrix for Normal distribution

gofedf documentation built on Oct. 1, 2023, 5:08 p.m.