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A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions

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Abstract

It is proved that within a proper class of distributions, the Pareto and the shifted exponential distribution are the only distributions with the property of no loss of information due to type-I censoring and random censoring. The equality of the information before and after censoring it is achieved only when the regularity conditions do not hold.

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Authors and Affiliations

  1. Department of Statistics and Insurance Sciences, University of Piraeus, 80 Karaoli and Dimitriou Str., 185 34, Piraeus, Greece

    George Tzavelas

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  1. George Tzavelas
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Correspondence to George Tzavelas.

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Tzavelas, G. A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions. Metrika 82, 429–440 (2019). https://doi.org/10.1007/s00184-018-0697-5

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  • DOI: https://doi.org/10.1007/s00184-018-0697-5

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