On the asymptotic Fisher information in order statistics

被引：0
|
作者：
Sangun Park
机构：
[1] Yonsei University,Department of Applied Statistics
来源：
Metrika | 2003年 / 57卷
关键词：
Convergence rate; Hazard function; Sample quantile;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：71 / 80
页数：9
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