Characterization of hazard function factorization by Fisher information in minima and upper record values

被引：14

作者：

Hofmann, G

Balakrishnan, N

Ahmadi, W

机构：

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada

[2] Ferdowsi Univ Mashhad, Sch Math Sci, Mashhad, Iran

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 72卷 / 01期

关键词：

Fisher information; order statistics; record values; characterization; hazard function; exponential family; reversed hazard rate; minimal repairs;

D O I：

10.1016/j.spl.2004.12.002

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：

The hazard function is an important characteristic for the analysis of reliability data. It is therefore of interest to see under what conditions it can be expressed as the product of a function of the variable and a function of the parameter. We show that such a factorization can be characterized by the property of Fisher information in minima and upper record values. We present similar results for the reversed hazard rate by the property of Fisher information in maxima and lower record values. These properties imply the characterization of two classes of exponential families. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：51 / 57

页数：7

共 35 条

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