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Fisher information in bivariate record values from...
Journal article

Fisher information in bivariate record values from a sample of fixed size

Abstract

Fisher information contained in record values, inter-record times and their concomitants from a sample of fixed size is derived in general and explicit expressions are deduced for some specific known bivariate classes of distributions. A comparison between fixed sampling and inverse sampling schemes with equal number of records and concomitants is also carried out. We also consider parameter estimation based on bivariate records and a small simulation study is done.

Authors

Amini M; Ahmadi J; Balakrishnan N

Journal

Statistics, Vol. 46, No. 1, pp. 23–39

Publisher

Taylor & Francis

Publication Date

February 1, 2012

DOI

10.1080/02331888.2010.494729

ISSN

0233-1888

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