Fisher information ink-records

Autor: Glenn Hofmann, Narayanaswamy Balakrishnan
Rok vydání: 2004
Předmět:
Zdroj: Annals of the Institute of Statistical Mathematics. 56:383-396
ISSN: 1572-9052
0020-3157
Popis: We derive some general results on the Fisher information (FI) contained in the upper (or lower)k-record values and associatedk-record times generated from an i.i.d. sample of fixed size from a continuous distribution. We apply the results to obtain the FI in both upper and lowerk-record data from an exponential distribution. We propose two estimators of the exponential mean, based on the upper and lowerk-record data, and discuss their small sample properties. We also considerk-record data from an inverse sampling plan, and present general formulas for the FI contained in it.
Databáze: OpenAIRE