varFisher {DiscreteWeibull} R Documentation

## Observed Fisher information matrix

### Description

Observed Fisher information matrix on a sample from the type 1 discrete Weibull distribution

### Usage

varFisher(x, zero = FALSE)


### Arguments

 x a vector of sample values zero TRUE, if the support contains 0; FALSE otherwise

### Value

a list of two matrices: the observed Fisher information matrix, and its inverse, which contains asymptotic variances and covariances of the maximum likelihood estimators of q and \beta

### Author(s)

Alessandro Barbiero

estdweibull

### Examples

x <- rdweibull(100, 2/3, 3/2)
estdweibull(x, "ML")
IF <- varFisher(x)[[2]]
diag(IF)
diag(IF)/length(x)
# asymptotic variances of the ML estimators directly estimated from the sample


[Package DiscreteWeibull version 1.1 Index]