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

页码：429 / 440

页数：12

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