On the asymptotic Fisher information in order statistics

被引：24
|
作者：
Park, S [1 ]
机构：
[1] Yonsei Univ, Dept Appl Stat, Seoul 120749, South Korea
来源：
METRIKA | 2003年 / 57卷 / 01期
关键词：
convergence rate; hazard function; sample quantile;
D O I：
10.1007/s001840200200
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 extend the result of Efron and Johnstone (1990), who expressed the Fisher information in terms of the hazard function, to express the Fisher information in order statistics as an expectation of the incomplete integral of the hazard function. Then we obtain the the asymptotic Fisher information in terms of the incomplete integral of the hazard function. We also provide an asymptotic information plot, where we can instantly read the proportion of asymptotic information for any given quantile.
引用
收藏
页码：71 / 80
页数：10
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