FIM for Arnold and Strauss's bivariate gamma distribution

The Fisher information matrix (FIM) as well as tools for its numerical computation is derived for Arnold and Strauss’ [1988. Bivariate distributions with exponential conditionals, J. Amer. Statist. Assoc. 83 (1988) 522–527] bivariate gamma distribution. Numerical tabulations of the matrix are also provided for practical purposes.