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On simple calculation of the Fisher information in hybrid censoring schemes

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  • Park, Sangun
  • Balakrishnan, N.

Abstract

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. In this paper, we present two interesting results which are useful in deriving the Fisher information along with the expected censoring times and expected numbers of failures in hybrid and generalized hybrid censoring schemes. We first interpret the Type-II censoring scheme in terms of a Type-I censoring scheme so that the censoring time in hybrid censoring schemes can be regarded as a mixture of Type-I censoring times. We then exploit this mixture form to derive the Fisher information in hybrid censored schemes. We further establish an addition rule underlying Type-I and Type-II hybrid censoring schemes and derive the Fisher information in the case of generalized hybrid censoring schemes. Finally, we present an example to illustrate the results developed here.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:10:p:1311-1319
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    References listed on IDEAS

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    1. 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.
    2. 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.
    3. Park, Sangun & Balakrishnan, N. & Zheng, Gang, 2008. "Fisher information in hybrid censored data," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2781-2786, November.
    4. 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.
    5. Kundu, Debasis & Joarder, Avijit, 2006. "Analysis of Type-II progressively hybrid censored data," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2509-2528, June.
    6. Wang, Yanhua & He, Shuyuan, 2005. "Fisher information in censored data," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 199-206, June.
    7. A. Childs & B. Chandrasekar & N. Balakrishnan & D. Kundu, 2003. "Exact likelihood inference based on Type-I and Type-II hybrid censored samples from the exponential distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 55(2), pages 319-330, June.
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    Cited by:

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    4. Tanmay Sen & Yogesh Mani Tripathi & Ritwik Bhattacharya, 2018. "Statistical Inference and Optimum Life Testing Plans Under Type-II Hybrid Censoring Scheme," Annals of Data Science, Springer, vol. 5(4), pages 679-708, December.

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