Fisher information in weighted distributions

被引：15

作者：

Iyengar, S ^{[1
]}

Kvam, P ^{[1
]}

Singh, H ^{[1
]}

机构：

[1] Univ Pittsburgh, Dept Math & Stat, Pittsburgh, PA 15260 USA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1999年 / 27卷 / 04期

关键词：

exponential family; hazard-rate function; meta-analysis; order statistics; residual lifetime; reversed hazard-rate function; selection model;

D O I：

10.2307/3316134

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：

Suppose that a density f(theta)(x) belongs to an exponential family, but that inference about theta must be based on data that are obtained from a density that is proportional to w(x)f(theta)(x). The authors study the Fisher information about theta in observations obtained from such weighted distributions and give conditions under which this information is greater than under the original density. These conditions involve the hazard- and reversed-hazard-rate functions.

引用

页码：833 / 841

页数：9

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