On the Fisher information in record data

被引：15
作者：
Balakrishnan, N
Stepanov, A
机构：
[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
[2] Kaliningrad State Tech Univ, Dept Math, Kaliningrad 236000, Russia
来源：
STATISTICS & PROBABILITY LETTERS | 2006年 / 76卷 / 05期
关键词：
Fisher information; records; weak records; inverse sampling plan; sufficient statistics; estimators based on records; exponential families; geometric distribution; Pareto distribution; Weibull distribution;
D O I：
10.1016/j.spl.2005.08.021
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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. (C) 2005 Elsevier B.V. All rights reserved.
引用
收藏
页码：537 / 545
页数：9
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