원문정보
피인용수 : 0건 (자료제공 : 네이버학술정보)
초록
영어
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.
목차
Abstract
1. Introduction
2. Required Functions, Mathematica Commands, and the Form of Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution
2.1. Functions Required to Derive the Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution
2.2. Mathematica Commands Required for the Fisher Information Matrix
3. Calculation and Derivation of the FisherInformation matrix for 4-Parameter Generalized Gamma Distribution
4. Examples and Conclusion
Acknowledgements
References
1. Introduction
2. Required Functions, Mathematica Commands, and the Form of Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution
2.1. Functions Required to Derive the Fisher Information Matrix for 4-Parameter Generalized Gamma Distribution
2.2. Mathematica Commands Required for the Fisher Information Matrix
3. Calculation and Derivation of the FisherInformation matrix for 4-Parameter Generalized Gamma Distribution
4. Examples and Conclusion
Acknowledgements
References
키워드
저자정보
참고문헌
자료제공 : 네이버학술정보