varFisher {DiscreteWeibull}

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

See Also

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