Acta mathematica scientia,Series A

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Fisher's Information Matrix of an Unstructured

Bai Peng   

  1. Department of Statistics, Yunnan University, Kunming 650091
  • Received:2005-10-08 Revised:2006-12-21 Online:2008-02-25 Published:2008-02-25
  • Contact: Bai Peng

Abstract: The Fisher's information matrix of a sample in an unstructured multivariate t -model is calculated in this paper. Also, the inverse, the determinant and the trace of this matrix are obtained.

Key words: Multivariate t-model, Fisher''s information matrix, Inverse, Determinant, Trace.

CLC Number: 

  • 62H
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