Fisher information in censored samples from Downton's bivariate exponential distribution

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• 作者：Qinying He^a ; ^{he@swufe.edu.cn} ; H.N. Nagaraja^b
• 关键词：Concomitants of order statistics ; Fisher information matrix ; Downton's bivariate exponential distribution ; Type II censored sample ; Ranked-set sample ; Asymptotic relative efficiency
• 刊名：Journal of Statistical Planning and Inference
• 出版年：2012
• 期刊代码：36_03783758
• 类别：mt
• 出版时间：July, 2012
• 卷：142
• 期：7
• 页码：1888-1898
• 文件大小：211 K

摘要

We develop a simple approach to finding the Fisher information matrix (FIM) for a single pair of order statistic and its concomitant, and Type II right, left, and doubly censored samples from an arbitrary bivariate distribution. We use it to determine explicit expressions for the FIM for the three parameters of Downton's bivariate exponential distribution for single pairs and Type II censored samples. We evaluate the FIM in censored samples for finite sample sizes and determine its limiting form as the sample size increases. We discuss implications of our findings to inference and experimental design using small and large censored samples and for ranked-set samples from this distribution.