통합자연과학논문집 (Journal of Integrative Natural Science)

조선대학교 기초과학연구원 (The Basic Science Institute Chosun University)
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Derivation of the Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution Using Mathematica

  • 투고 : 2014.05.20
  • 심사 : 2014.06.25
  • 발행 : 2014.06.30
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초록

Fisher information matrix plays an important role in statistical inference of unknown parameters. Especially, it is used in objective Bayesian inference where we calculate the posterior distribution using a noninformative prior distribution, and also in an example of metric functions in geometry. To estimate parameters in a distribution, we can use the Fisher information matrix. The more the number of parameters increases, the more its matrix form gets complicated. In this paper, by using Mathematica programs we derive the Fisher information matrix for 4-parameter generalized gamma distribution which is used in reliability theory.

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참고문헌

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