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Fisher information ink-records

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Abstract

We derive some general results on the Fisher information (FI) contained in the upper (or lower)k-record values and associatedk-record times generated from an i.i.d. sample of fixed size from a continuous distribution. We apply the results to obtain the FI in both upper and lowerk-record data from an exponential distribution. We propose two estimators of the exponential mean, based on the upper and lowerk-record data, and discuss their small sample properties. We also considerk-record data from an inverse sampling plan, and present general formulas for the FI contained in it.

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Authors and Affiliations

  1. Departamento de Estadistica, Facultad de Ciencias Físicas y Matemáticas, Barrio Universitario, Casilla 160-C, Concepción, Chile

    Glenn Hofmann

  2. Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, L8S 4K1, Hamilton, Ontario, Canada

    N. Balakrishnan

Authors
  1. Glenn Hofmann
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  2. N. Balakrishnan
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Additional information

Supported in part by Fonde Nacional de Desarrollo Cientifico y Tecnologico (FONDECYT) grant # 1020479 of Chile.

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Hofmann, G., Balakrishnan, N. Fisher information ink-records. Ann Inst Stat Math 56, 383–396 (2004). https://doi.org/10.1007/BF02530552

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  • DOI: https://doi.org/10.1007/BF02530552

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