A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions

被引：2
作者：
Tzavelas, George [1 ]
机构：
[1] Univ Piraeus, Dept Stat & Insurance Sci, 80 Karaoli & Dimitriou Str, Piraeus 18534, Greece
来源：
METRIKA | 2019年 / 82卷 / 04期
关键词：
Fisher information; Type-I censoring; Random censoring; Scale parameter;
D O I：
10.1007/s00184-018-0697-5
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：
It is proved that within a proper class of distributions, the Pareto and the shifted exponential distribution are the only distributions with the property of no loss of information due to type-I censoring and random censoring. The equality of the information before and after censoring it is achieved only when the regularity conditions do not hold.
引用
收藏
页码：429 / 440
页数：12
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