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

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

Research output: Contribution to journalArticle

15 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 languageEnglish (US)
Pages (from-to)1493-1510
Number of pages18
JournalCommunications in Statistics - Theory and Methods
Volume8
Issue number15
DOIs
StatePublished - Jan 1 1979

Keywords

  • Fisher information
  • extended hazard rates
  • moments of scores
  • multiple censoring

ASJC Scopus subject areas

  • Statistics and Probability

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