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 |
Externí odkaz: |