Fisher information in<Emphasis Type="Italic">k</Emphasis>-records |
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| Authors: | Glenn Hofmann N Balakrishnan |
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| Institution: | (1) Departamento de Estadistica, Facultad de Ciencias Físicas y Matemáticas, Barrio Universitario, Casilla 160-C, Concepción, Chile;(2) Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, L8S 4K1 Hamilton, Ontario, Canada |
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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.
Supported in part by Fonde Nacional de Desarrollo Cientifico y Tecnologico (FONDECYT) grant # 1020479 of Chile. |
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| Keywords: | Record values record times k-record values Fisher information exponential distribution parameter estimation inverse sampling |
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