Quadratic form solution of the multivariate skew Laplace distribution for fisher information

نویسندگان

1 epartment of Statistics‎, ‎Faculty of Science‎, ‎Fasa University‎, ‎Fasa‎, ‎Iran

doi
10.22034/jsmta.2022.2971
چکیده

In this paper, we provide the expectation of a function of the quadratic form of the multivariate skew Laplace distribution using the generalized Laguerre series that can be applied to compute the elements of the Fisher information matrix. Finally, we give a numerical example to obtain the expectation of this quadratic form.