Information Matrix of the Vector of Parameters of the Bivariate Inverse Gaussian Distribution.

Document Type : Original Article

Authors

Assiut University, Assiut, Egypt

Abstract

In this paper the elements of Fisher information matrix of the five parameters of the bivariate Inverse Gaussian distribution are derived and computed. The bivariate extension of Simpson's rule is used in the computations of the essential integral on which the twenty five elements of the information matrix are based.

Keywords