On calculating the fisher information in order statistics

被引:0
|
作者
Sangun Park
机构
[1] Yonsei University,Department of Applied Statistics
来源
Statistical Papers | 2005年 / 46卷
关键词
Generalized Fisher information; Marginal Fisher Information; Optimal Spacing; Sample Quantile;
D O I
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中图分类号
学科分类号
摘要
This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator.
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页码:293 / 301
页数:8
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