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Taylor and Francis Group, Communications in Statistics - Theory and Methods, 2(32), p. 315-325, 2003

DOI: 10.1081/sta-120018188

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Information Matrix for Pareto(IV), Burr, and Related Distributions

Journal article published in 2 by Vytaras Brazauskas
This paper was not found in any repository, but could be made available legally by the author.
This paper was not found in any repository, but could be made available legally by the author.

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Abstract

In this paper the exact form of information matrix for Pareto(IV) and related distributions is determined. The Pareto(IV) family being very general includes more specialized families of Pareto(I), Pareto(II), and Pareto(III), and the Burr family of distributions, as special cases. These distributions, for example, arise as tractable parametric models in actuarial science, economics, finance, and telecommunications. Additionally, a useful mathematical result with its own domain of importance is obtained. In particular, explicit formula for the improper integral R 1 0 ððlog xÞ m =ð1 þ xÞ 1þb Þ dx, with b > 0 and non-negative integer m, is derived.