Fisher information in generalized order statistics |
| |
| Authors: | M. Burkschat E. Cramer |
| |
| Affiliation: | 1. Institute of Mathematical Stochastics, Otto von Guericke University Magdeburg , 39106 , Magdeburg , Germany burkschat@stochastik.rwth-aachen.de;3. Institute of Statistics, RWTH Aachen University , D-52056 , Aachen , Germany |
| |
| Abstract: | A representation of the Fisher information in generalized order statistics in terms of the hazard rate of the underlying distribution function is derived under mild regularity conditions. This expression supplements results for complete, Type-II censored, and progressively Type-II censored data. As a byproduct, we find a hazard rate based representation for samples of k-records which apparently has not been known so far. Moreover, sufficient conditions for the validity of this representation in location and scale family settings are given. The result is illustrated by considering generalized order statistics based on logistic, Laplace, and extreme value distributions. |
| |
| Keywords: | Fisher information generalized order statistics order statistics location-scale family quadratic mean derivative Laplace distribution records |
|
|
