Journal article
On the Fisher information in record data
Abstract
The Fisher information contained in records, weak records and numbers of records are discussed in this paper. In the case when the initial distribution belongs to the exponential family, the Fisher information contained in record values as well as in record values and record times are found analytically. A new inverse sampling plan (ISP-II) is considered next and some results on Fisher information in record statistics obtained from ISP-II are …
Authors
Balakrishnan N; Stepanov A
Journal
Statistics & Probability Letters, Vol. 76, No. 5, pp. 537–545
Publisher
Elsevier
Publication Date
March 2006
DOI
10.1016/j.spl.2005.08.021
ISSN
0167-7152