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Fisher–Rao geometry and Jeffreys prior for Pareto distribution

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1 Published in 2020 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2020.1771593

Abstract: Abstract In this paper, we investigate the Fisher–Rao geometry of the two-parameter family of Pareto distribution. We prove that its geometrical structure is isometric to the Poincaré upper half-plane model, and then study the corresponding… read more here.

Keywords: jeffreys prior; pareto distribution; geometry; distribution ... See more keywords