Fisher information in type II progressive censored samples

Faculty Computer Science Year: 2008
Type of Publication: Article Pages: 682-691
Authors: DOI: 10.1080/03610920701669900
Journal: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS TAYLOR \& FRANCIS INC Volume: 37
Research Area: Mathematics ISSN ISI:000252582800004
Keywords : Fisher information, maximum likelihood estimator, order statistics, progressively type II censored samples    
Abstract:
Recently, progressively Type II censored samples have attracted attention in the study and analysis of life-testing data. Here we propose an indirect approach for computing the Fisher information (FI) in progressively Type II censored samples that simplifies the calculations. Some recurrence relations for the FI in progressively Type II censored samples are derived that facilitate the FI computation using the proposed decomposition. This paper presents a standard recurrence relation that simplifies computation of the FI in progressively Type II censored samples to a sum; FI in collections order statistics (OS). We compute the FI in a collections of progressively Type II censored samples for some known distributions.
   
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