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On the Fisher information in record data

Author

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  • Balakrishnan, N.
  • Stepanov, A.

Abstract

The Fisher information contained in records, weak records and numbers of records are discussed in this paper. In the case when the initial distribution belongs to the exponential family, the Fisher information contained in record values as well as in record values and record times are found analytically. A new inverse sampling plan (ISP-II) is considered next and some results on Fisher information in record statistics obtained from ISP-II are then derived. We also finally propose some new estimators based on records and weak records.

Suggested Citation

  • Balakrishnan, N. & Stepanov, A., 2006. "On the Fisher information in record data," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 537-545, March.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:5:p:537-545
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    References listed on IDEAS

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    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. Glenn Hofmann & N. Balakrishnan, 2004. "Fisher information ink-records," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 383-396, June.
    3. Glenn Hofmann, 2004. "Comparing the Fisher information in record data and random observations," Statistical Papers, Springer, vol. 45(4), pages 517-528, October.
    4. Stepanov, A. V. & Balakrishnan, N. & Hofmann, Glenn, 2003. "Exact distribution and Fisher information of weak record values," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 69-81, August.
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    Cited by:

    1. R. Arabi Belaghi & M. Arashi & S. Tabatabaey, 2015. "Improved estimators of the distribution function based on lower record values," Statistical Papers, Springer, vol. 56(2), pages 453-477, May.
    2. 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.
    3. Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.

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