A- and D-optimal progressive Type-II censoring designs based on Fisher information

被引：21

作者：

Dahmen, K. ^{[1
]}

Burkschat, M. ^{[2
]}

Cramer, E. ^{[1
]}

机构：

[1] Rhein Westfal TH Aachen, Inst Stat, D-52056 Aachen, Germany

[2] Univ Magdeburg, Inst Math Stochast, D-39106 Magdeburg, Germany

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2012年 / 82卷 / 06期

关键词：

Fisher information; progressive censoring; hazard rate; optimal progressive censoring designs; extreme value distribution; normal distribution; Lomax distribution; ORDER-STATISTICS; OPTIMAL SCHEMES; PLANS;

D O I：

10.1080/00949655.2011.560118

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Fisher information about multiple parameters in a progressively Type-II censored sample is discussed. A representation of the Fisher information matrix in terms of the hazard rate of the baseline distribution is established which can be used for efficient computation of the Fisher information. This expression generalizes a result of Zheng and Park [On the Fisher information in multiply censored and progressively censored data, Comm. Statist. Theory Methods 33 (2004), pp. 1821-1835] for Fisher information about a single parameter. The result is applied to identify A- and D-optimal censoring plans in a progressively Type-II censored experiment. For illustration, extreme value, normal, and Lomax distributions are considered.

引用

页码：879 / 905

页数：27

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