ioFI2 {DiscreteLaplace}

Inverse of the observed Fisher Information matrix

Description

Inverse of the observed Fisher Information matrix computed on a random sample of ADSL values.

Usage

ioFI2(x)

Arguments

x

a vector of observations from the ADSL

Value

The inverse of the observed Fisher Information matrix.

Author(s)

Alessandro Barbiero, Riccardo Inchingolo

References

A. Barbiero, An alternative discrete Laplace distribution, Statistical Methodology, 16: 47-67

See Also

iFI2

Examples

n <- 100
p <- 0.4
q <- 0.7
x <- rdlaplace2(n, p, q)
M <- ioFI2(x)
par <- estdlaplace2(x, "ML")
se <- diag(sqrt(M))
par # MLEs
se # standard errors
M # compare with  the inverse of Fisher Information matrix
iFI2(par[1], par[2])/n # with MLEs plugged in
iFI2(p, q)/n # or the true values