Comparing the Fisher information in record data and random observations

Autor:	Glenn Hofmann
Rok vydání:	2004
Předmět:	Statistics and Probability Estimation theory Estimator Normal distribution symbols.namesake Exponential family Statistics Generalized extreme value distribution symbols Econometrics Statistics Probability and Uncertainty Fisher information Sufficient statistic Weibull distribution Mathematics
Zdroj:	Statistical Papers. 45:517-528
ISSN:	1613-9798 0932-5026
Popis:	We compare the Fisher information (FI) contained in the firstn record values and record times with the FI inn i. i. d. observations. General results are established for exponential family and Weibull type setups, and a summary table is provided listing several common distributions. We show that the FI in record data improves notably once the record times are included, often changing from being less to being equal or greater than the FI in a random sample of the same size. The behavior in the Weibull case is surprising. There it depends onn, whether the record or the i.i. d. observations have more FI. We propose new estimators based on record data. The results may be of interest in some life testing situations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::fe8d1a4441fa161a32206988bd19a159 https://doi.org/10.1007/bf02760565 Zobrazit plný text záznamu Plný text ve formátu PDF