Entropy, Information Matrix and order statistics of Multivariate Pareto, Burr and related distributions

In this paper we derive the exact analytical expressions for the information and covariance matrices of the multivariate Burr and related distributions. These distributions arise as tractable parametric models in reliability, actuarial science, economics, finance and telecommunications. We show that all the calculations can be obtained from one main moment multi dimensional integral whose expression is obtained through some particular change of variables.