Fisher Information in Type II Progressive Censored Samples

Recently, progressively Type II censored samples have attracted attention in the study and analysis of life-testing data. Here we propose an indirect approach for computing the Fisher information (FI) in progressively Type II censored samples that simplifies the calculations. Some recurrence relatio...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2008-01, Vol.37 (5), p.682-691
Main Author: Abo-Eleneen, Z. A.
Format: Article
Language:English
Subjects:
Applications
Difference and functional equations, recurrence relations
Exact sciences and technology
Fisher Information
General topics
Mathematics
Maximum likelihood estimator
Multivariate analysis
Numerical analysis
Numerical analysis. Scientific computation
Order statistics
Probability and statistics
Progressively Type II censored samples
Reliability, life testing, quality control
Sciences and techniques of general use
Statistics
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Summary:Recently, progressively Type II censored samples have attracted attention in the study and analysis of life-testing data. Here we propose an indirect approach for computing the Fisher information (FI) in progressively Type II censored samples that simplifies the calculations. Some recurrence relations for the FI in progressively Type II censored samples are derived that facilitate the FI computation using the proposed decomposition. This paper presents a standard recurrence relation that simplifies computation of the FI in progressively Type II censored samples to a sum; FI in collections order statistics (OS). We compute the FI in a collections of progressively Type II censored samples for some known distributions.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920701669900