Fisher information in k-records

被引:17
|
作者
Hofmann, G
Balakrishnan, N
机构
[1] Barrio Univ, Fac Ciencias Fis & Matemat, Dept Estadist, Concepcion, Chile
[2] McMaster Univ, Dept Math & Stat, Hamilton, ON L8S 4K1, Canada
关键词
record values; record times; k-record values; fisher information; exponential distribution; parameter estimation; inverse sampling;
D O I
10.1007/BF02530552
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
We derive some general results on the Fisher information (FI) contained in the upper (or lower) k-record values and associated k-record times generated from an i.i.d. sample of fixed size from a continuous distribution. We apply the results to obtain the FI in both upper and lower k-record data from an exponential distribution. We propose two estimators of the exponential mean, based on the upper and lower k-record data, and discuss their small sample properties. We also consider k-record data from an inverse sampling plan, and present general formulas for the FI contained in it.
引用
收藏
页码:383 / 396
页数:14
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