On Kullback-Leibler information of order statistics in terms of the relative risk

被引：5
|
作者：
Park, Sangun [1 ]
机构：
[1] Yonsei Univ, Dept Appl Stat, Seoul 120749, South Korea
来源：
METRIKA | 2014年 / 77卷 / 05期
基金：
新加坡国家研究基金会;
关键词：
Censored variable; Entropy; Fisher information; Hazard function; Order statistics; Relative risk; II CENSORED-DATA; FISHER INFORMATION; ENTROPY; RELIABILITY;
D O I：
10.1007/s00184-013-0455-7
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 representation of the entropy in terms of the hazard function and its extensions have been studied by many authors including Teitler et al. (IEEE Trans Reliab 35:391-395, 1986). In this paper, we consider a representation of the Kullback-Leibler information of the first order statistics in terms of the relative risk (Park and Shin in Statistics, 2012), the ratio of hazard functions, and extend it to the progressively Type II censored data. Then we study the change in Kullback-Leibler information of the first order statistics according to and discuss its relation with Fisher information in order statistics.
引用
收藏
页码：609 / 616
页数：8
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