Fisher information matrix for a four-parameter kappa distribution

Jeong-Soo Park and Tae Yoon Kim

Statistics & Probability Letters, 2007, vol. 77, issue 13, 1459-1466

Abstract: In this paper, the exact form of Fisher information matrix for a four-parameter kappa distribution (K4D) is determined. The K4D is so general that includes a variety of distributions as special cases. The necessary condition for the existence of Fisher information matrix is for k[not equal to]0, h[not equal to]0.

Keywords: Beta; function; Digamma; function; Extreme; value; distribution; Hydrology; Maximum; likelihood; estimation (search for similar items in EconPapers)
Date: 2007
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