Chapter 8 Information measures

In this chapter, several information measures are studied for Type-II censoring, Type-I censoring, progressive Type-II censoring, hybrid censoring and progressive hybrid censoring schemes. Evaluation of Fisher information from the EM-viewpoint using the missing information principle is also discussed. Expressions for Fisher information, Shannon entropy, Kullback-Leibler information and Pitman closeness measures are all derived, and their properties are examined in detail. Furthermore, it is shown that the results for (progressive) hybrid censoring schemes can be composed of results obtained for Type-I and Type-II (progressively) censored data.