IDEAS home Printed from https://ideas.repec.org/a/taf/japsta/v37y2010i3p391-404.html
   My bibliography  Save this article

On the comparison of the Fisher information of the log-normal and generalized Rayleigh distributions

Author

Listed:
  • Fawziah Alshunnar
  • Mohammad Raqab
  • Debasis Kundu

Abstract

Surles and Padgett recently considered two-parameter Burr Type X distribution by introducing a scale parameter and called it the generalized Rayleigh distribution. It is observed that the generalized Rayleigh and log-normal distributions have many common properties and both distributions can be used quite effectively to analyze skewed data set. In this paper, we mainly compare the Fisher information matrices of the two distributions for complete and censored observations. Although, both distributions may provide similar data fit and are quite similar in nature in many aspects, the corresponding Fisher information matrices can be quite different. We compute the total information measures of the two distributions for different parameter ranges and also compare the loss of information due to censoring. Real data analysis has been performed for illustrative purposes.

Suggested Citation

  • Fawziah Alshunnar & Mohammad Raqab & Debasis Kundu, 2010. "On the comparison of the Fisher information of the log-normal and generalized Rayleigh distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(3), pages 391-404.
    • Handle: RePEc:taf:japsta:v:37:y:2010:i:3:p:391-404
    DOI: 10.1080/02664760802698961
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/02664760802698961
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/02664760802698961?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.

    Citations

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


    Cited by:

    1. Saralees Nadarajah & Gauss Cordeiro & Edwin Ortega, 2013. "The exponentiated Weibull distribution: a survey," Statistical Papers, Springer, vol. 54(3), pages 839-877, August.

    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:taf:japsta:v:37:y:2010:i:3:p:391-404. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/CJAS20 .

    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.