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http://dx.doi.org/10.13160/ricns.2014.7.2.138

Derivation of the Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution Using Mathematica  

Park, Tae Ryong (Department of Computer Engineering, Seokyeong University)
Publication Information
Journal of Integrative Natural Science / v.7, no.2, 2014 , pp. 138-144 More about this Journal
Abstract
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.
Keywords
Fisher Information Matrix; Noninformative Prior Distribution; Reliability Theory; 4-Parameters Generalized Gamma Distribution;
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