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

被引:0
作者
George Tzavelas
机构
[1] University of Piraeus,Department of Statistics and Insurance Sciences
来源
Metrika | 2019年 / 82卷
关键词
Fisher information; Type-I censoring; Random censoring; Scale parameter;
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学科分类号
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.
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页码:429 / 440
页数:11
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