Characterization of hazard function factorization by Fisher information in minima and upper record values

Autor:	Narayanaswamy Balakrishnan, Jafar Ahmadi, Glenn Hofmann
Rok vydání:	2005
Předmět:	Statistics and Probability Characteristic function (convex analysis) Record value Function (mathematics) Maxima and minima symbols.namesake Exponential family Factorization Statistics symbols Applied mathematics Statistics Probability and Uncertainty Maxima Fisher information Mathematics
Zdroj:	Statistics & Probability Letters. 72:51-57
ISSN:	0167-7152
Popis:	The hazard function is an important characteristic for the analysis of reliability data. It is therefore of interest to see under what conditions it can be expressed as the product of a function of the variable and a function of the parameter. We show that such a factorization can be characterized by the property of Fisher information in minima and upper record values. We present similar results for the reversed hazard rate by the property of Fisher information in maxima and lower record values. These properties imply the characterization of two classes of exponential families.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2a92fba18a10f600be63e7741d6f659e https://doi.org/10.1016/j.spl.2004.12.002 Zobrazit plný text záznamu Full Text from ScienceDirect