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 Citations (Scopus)

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

Fingerprint

Hazard Rate Function
Censored Samples
Fisher Information
Moment
Score Function
Gamma distribution
Censored Data
Gaussian distribution
Equality
Observation
Concepts

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability

Cite this

Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions. / Mehrotra, Kishan G.; Johnson, R. A.; Bhattacharyya, G. K.

In: Communications in Statistics - Theory and Methods, Vol. 8, No. 15, 01.01.1979, p. 1493-1510.

Research output: Contribution to journalArticle

Mehrotra, Kishan G. ; Johnson, R. A. ; Bhattacharyya, G. K. / Exact Fisher Information for Censored Samples and the Extended Hazard Rate Functions. In: Communications in Statistics - Theory and Methods. 1979 ; Vol. 8, No. 15. pp. 1493-1510.
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