Copyright © 2004 Elsevier B.V. All rights reserved.
Information matrices for Laplace and Pareto mixtures
Received 7 November 2004;
accepted 17 November 2004.
Available online 10 December 2004.
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Abstract
The Fisher information matrices for a mixture of two Laplace distributions and for a mixture of two Pareto distributions are derived. Numerical tabulations of the matrices are also provided for practical purposes. The work is motivated by two real-life examples.
Keywords: Lerch function; Laplace distribution; Pareto distribution
MSC: 33C90; 62E99






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