Information matrix for a mixture of two Laplace distributions

摘要

The Fisher information matrix for a mixture of two Laplace distributions is derived. Numerical tabulations of the matrix and a computer program are provided for practical purposes. The work is motivated by two real-life examples discussed in Hsu (Appl Stat 28:62-72, 1979) and Bhowmick et al. (Biostatistics 7:630-641, 2006).