IDEAS home Printed from https://ideas.repec.org/a/spr/metrik/v57y2003i1p71-80.html
   My bibliography  Save this article

On the asymptotic Fisher information in order statistics

Author

Listed:
  • Sangun Park

Abstract

We extend the result of Efron and Johnstone (1990), who expressed the Fisher information in terms of the hazard function, to express the Fisher information in order statistics as an expectation of the incomplete integral of the hazard function. Then we obtain the the asymptotic Fisher information in terms of the incomplete integral of the hazard function. We also provide an asymptotic information plot, where we can instantly read the proportion of asymptotic information for any given quantile. Copyright Springer-Verlag 2003

Suggested Citation

  • 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.
    • Handle: RePEc:spr:metrik:v:57:y:2003:i:1:p:71-80
    DOI: 10.1007/s001840200200
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s001840200200
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s001840200200?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    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.
    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. Sangun Park, 2014. "On Kullback–Leibler information of order statistics in terms of the relative risk," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 609-616, July.
    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. H. Nagaraja & Z. Abo-Eleneen, 2008. "Fisher information in order statistics and their concomitants in bivariate censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 67(3), pages 327-347, April.

    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. Wang, Yanhua & He, Shuyuan, 2005. "Fisher information in censored data," Statistics & Probability Letters, Elsevier, vol. 73(2), pages 199-206, June.
    3. 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.
    4. 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.
    5. 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.
    6. Glen, Andrew G., 2010. "Accurate estimation with one order statistic," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1434-1441, June.

    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:spr:metrik:v:57:y:2003:i:1:p:71-80. 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: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    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.