Fisher information for downton's bivariate exponential distribution

Abstract

Downton's bivariate exponential distribution, a special case of Kibble's bivariate gamma distribution, has an important application in lifetime analysis (Downton, 1970). In the present paper, the explicit formulae for the elements of Fisher information matrix for this distribution are derived. Numerical values for these elements were also obtained for various values of ρ, the correlation coefficient between two marginal random variables.

Keywords:

• Downton's bivariate exponential distribution
• information matrix
• modified Bessel function