INFORMATION MATRIX FOR A MIXTURE OF TWO PARETO DISTRIBUTIONS

Document Type: Regular Paper

Authors

1 1Department of Statistics, University of Nebraska, Lincoln, NE, USA, 68583

2 Department of Engineering Management and Systems Engineering, George Washington University, Washington, D. C. USA, 20052

Abstract

The Fisher information matrix for a mixture of two Pareto distributions is derived. Numerical
tabulations of the matrix are also provided for practical purposes. The work is motivated by a real-life
example.

Keywords