Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions

Kishan G. Mehrotra; R. A. Johnson; G. K. Bhattacharyya

doi:10.1080/03610927908827846

Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions

Kishan G. Mehrotra, R. A. Johnson, G. K. Bhattacharyya

Department of Electrical Engineering & Computer Science

Research output: Contribution to journal › Article › peer-review

18 Scopus citations

Abstract

The question of how much information is contained in an ordered observation was studied by Tukey (1964) in terms of a linear sensitivity measure. This paper deals with exact Fisher information for censored data. The concept of hazard rate function is extended and some fundamental moment relations are established between them and the score functions. Some new moment equalities are obtained for the normal and gamma distributions.

Original language	English (US)
Pages (from-to)	1493-1510
Number of pages	18
Journal	Communications in Statistics - Theory and Methods
Volume	8
Issue number	15
DOIs	https://doi.org/10.1080/03610927908827846
State	Published - Jan 1 1979

Keywords

Fisher information
extended hazard rates
moments of scores
multiple censoring

ASJC Scopus subject areas

Statistics and Probability

Access to Document

10.1080/03610927908827846

Cite this

@article{9307f841748644e793dec2d5145c2045,

title = "Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions",

abstract = "The question of how much information is contained in an ordered observation was studied by Tukey (1964) in terms of a linear sensitivity measure. This paper deals with exact Fisher information for censored data. The concept of hazard rate function is extended and some fundamental moment relations are established between them and the score functions. Some new moment equalities are obtained for the normal and gamma distributions.",

keywords = "Fisher information, extended hazard rates, moments of scores, multiple censoring",

author = "Mehrotra, {Kishan G.} and Johnson, {R. A.} and Bhattacharyya, {G. K.}",

note = "Funding Information: ACKWOI&EDGMEN1F_ This research was partially supported by the Office of Naval Research Under Grant No. M00014-78-C-0722. Copyright: Copyright 2015 Elsevier B.V., All rights reserved.",

year = "1979",

month = jan,

day = "1",

doi = "10.1080/03610927908827846",

language = "English (US)",

volume = "8",

pages = "1493--1510",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

number = "15",

}

TY - JOUR

T1 - Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions

AU - Mehrotra, Kishan G.

AU - Johnson, R. A.

AU - Bhattacharyya, G. K.

N1 - Funding Information: ACKWOI&EDGMEN1F_ This research was partially supported by the Office of Naval Research Under Grant No. M00014-78-C-0722. Copyright: Copyright 2015 Elsevier B.V., All rights reserved.

PY - 1979/1/1

Y1 - 1979/1/1

N2 - The question of how much information is contained in an ordered observation was studied by Tukey (1964) in terms of a linear sensitivity measure. This paper deals with exact Fisher information for censored data. The concept of hazard rate function is extended and some fundamental moment relations are established between them and the score functions. Some new moment equalities are obtained for the normal and gamma distributions.

AB - The question of how much information is contained in an ordered observation was studied by Tukey (1964) in terms of a linear sensitivity measure. This paper deals with exact Fisher information for censored data. The concept of hazard rate function is extended and some fundamental moment relations are established between them and the score functions. Some new moment equalities are obtained for the normal and gamma distributions.

KW - Fisher information

KW - extended hazard rates

KW - moments of scores

KW - multiple censoring

UR - http://www.scopus.com/inward/record.url?scp=0013222761&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0013222761&partnerID=8YFLogxK

U2 - 10.1080/03610927908827846

DO - 10.1080/03610927908827846

M3 - Article

AN - SCOPUS:0013222761

SN - 0361-0926

VL - 8

SP - 1493

EP - 1510

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 15

ER -

Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this