IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v73y2005i2p199-206.html
   My bibliography  Save this article

Fisher information in censored data

Author

Listed:
  • Wang, Yanhua
  • He, Shuyuan

Abstract

As a mixture of type I and type II censoring, (n,r,T) censoring is another important censoring model, which includes type I and type II censoring as its special cases. This paper establishes Fisher information formulae for (n,r,T) censored data. The formulae are given in terms of both distribution and hazard rate functions. The limits of the Fisher information formulae are also derived.

Suggested Citation

  • Wang, Yanhua & He, Shuyuan, 2005. "Fisher information in censored data," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 199-206, June.
    • Handle: RePEc:eee:stapro:v:73:y:2005:i:2:p:199-206
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00040-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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.
    2. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Park, Sangun & Balakrishnan, N., 2009. "On simple calculation of the Fisher information in hybrid censoring schemes," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1311-1319, May.
    2. Tzong-Ru Tsai & Yuhlong Lio & Jyun-You Chiang & Yi-Jia Huang, 2022. "A New Process Performance Index for the Weibull Distribution with a Type-I Hybrid Censoring Scheme," Mathematics, MDPI, vol. 10(21), pages 1-17, November.
    3. Balakrishnan, N. & Kundu, Debasis, 2013. "Hybrid censoring: Models, inferential results and applications," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 166-209.
    4. Park, Jeong-Soo & Yoon Kim, Tae, 2007. "Fisher information matrix for a four-parameter kappa distribution," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1459-1466, July.
    5. George Tzavelas, 2019. "A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 429-440, May.
    6. Park, Sangun & Balakrishnan, N. & Zheng, Gang, 2008. "Fisher information in hybrid censored data," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2781-2786, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Park, Sangun & Balakrishnan, N. & Zheng, Gang, 2008. "Fisher information in hybrid censored data," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2781-2786, November.
    2. George Tzavelas, 2019. "A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 429-440, May.
    3. 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.
    4. Glen, Andrew G., 2010. "Accurate estimation with one order statistic," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1434-1441, June.
    5. Fashandi, M. & Ahmadi, Jafar, 2012. "Characterizations of symmetric distributions based on Rényi entropy," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 798-804.
    6. 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.
    7. Sangun Park, 2003. "On the asymptotic Fisher information in order statistics," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 57(1), pages 71-80, February.
    8. 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.
    9. Zheng, Gang & Gastwirth, Joseph L., 2001. "On the Fisher information in randomly censored data," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 421-426, May.
    10. 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.
    11. Park, Sangun & Balakrishnan, N., 2009. "On simple calculation of the Fisher information in hybrid censoring schemes," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1311-1319, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:73:y:2005:i:2:p:199-206. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.