Key words: Best linear unbiased estimator; Exponential family; Extreme value distribution; Information inequality; Life testing; Sufficient statistic;
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摘要:
In this article, we establish some general results concerning the comparison of the amount of the Fisher information contained in n record values with the Fisher information contained in n iid observations from the original distribution. Some common distributions are classified according to this criterion. We also propose some methods of estimation based on record values. The results may be of interest in some life testing problems.