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Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring

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  • Gertsbakh, Ilya
  • Kagan, Abram

Abstract

It is proved that within the class of scale parameter families of lifetime distributions, subject to certain regularity conditions, the Weibull family is characterized by an information version of the classical lack-of-memory property or by a related property of the Fisher information in type-I censored experiments.

Suggested Citation

  • Gertsbakh, Ilya & Kagan, Abram, 1999. "Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 99-105, March.
    • Handle: RePEc:eee:stapro:v:42:y:1999:i:1:p:99-105
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    References listed on IDEAS

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    1. Gertsbakh, I., 1995. "On the Fisher information in type-I censored and quantal response data," Statistics & Probability Letters, Elsevier, vol. 23(4), pages 297-306, June.
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    Cited by:

    1. Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar, 2005. "Characterization of hazard function factorization by Fisher information in minima and upper record values," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 51-57, April.
    2. Balakrishnan, N. & Burkschat, Marco & Cramer, Erhard & Hofmann, Glenn, 2008. "Fisher information based progressive censoring plans," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 366-380, December.
    3. Takis Papaioannou & Kosmas Ferentinos & Charalampos Tsairidis, 2007. "Some Information Theoretic Ideas Useful in Statistical Inference," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 307-323, June.
    4. Zheng, Gang, 2001. "A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 249-253, April.
    5. Ch. Tsairidis & K. Zografos & K. Ferentinos & T. Papaioannou, 2001. "Information in Quantal Response Data and Random Censoring," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 528-542, September.

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