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On the Fisher information in randomly censored data

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  • Zheng, Gang
  • Gastwirth, Joseph L.

Abstract

After expressing the Fisher information in randomly censored data in terms of hazard rates, we examine the loss of Fisher information under the Koziol-Green random censoring model. Because the same parameter enters both the survival and censoring distributions in this model, the censored data may contain more Fisher information than the uncensored data.

Suggested Citation

  • Zheng, Gang & Gastwirth, Joseph L., 2001. "On the Fisher information in randomly censored data," Statistics & Probability Letters, Elsevier, vol. 52(4), pages 421-426, May.
    • Handle: RePEc:eee:stapro:v:52:y:2001:i:4:p:421-426
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    References listed on IDEAS

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    1. Stute, Winfried, 1992. "Strong consistency under the Koziol--Green model," Statistics & Probability Letters, Elsevier, vol. 14(4), pages 313-320, July.
    2. Zheng, Gang, 2001. "A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 249-253, April.
    3. Cheng, Philip E. & Lin, Gwo Dong, 1987. "Maximum likelihood estimation of a survival function under the koziol-green proportional hazards model," Statistics & Probability Letters, Elsevier, vol. 5(1), pages 75-80, January.
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    Cited by:

    1. Park, Sangun & Balakrishnan, N., 2009. "On simple calculation of the Fisher information in hybrid censoring schemes," Statistics & Probability Letters, Elsevier, vol. 79(10), pages 1311-1319, May.
    2. Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar, 2005. "Characterization of hazard function factorization by Fisher information in minima and upper record values," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 51-57, April.
    3. Szilárd Nemes, 2023. "Asymptotic Relative Efficiency of Parametric and Nonparametric Survival Estimators," Stats, MDPI, vol. 6(4), pages 1-13, October.
    4. Uttam Bandyopadhyay & Atanu Biswas & Rahul Bhattacharya, 2010. "A covariate‐adjusted adaptive design for two‐stage clinical trials with survival data," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 64(2), pages 202-226, May.
    5. Balakrishnan, N. & Burkschat, Marco & Cramer, Erhard & Hofmann, Glenn, 2008. "Fisher information based progressive censoring plans," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 366-380, December.
    6. Takis Papaioannou & Kosmas Ferentinos & Charalampos Tsairidis, 2007. "Some Information Theoretic Ideas Useful in Statistical Inference," Methodology and Computing in Applied Probability, Springer, vol. 9(2), pages 307-323, June.
    7. George Tzavelas, 2019. "A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 82(4), pages 429-440, May.

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