IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v76y2006i5p537-545.html
   My bibliography  Save this article

On the Fisher information in record data

Author

Listed:
  • Balakrishnan, N.
  • Stepanov, A.

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 then derived. We also finally propose some new estimators based on records and weak records.

Suggested Citation

  • Balakrishnan, N. & Stepanov, A., 2006. "On the Fisher information in record data," Statistics & Probability Letters, Elsevier, vol. 76(5), pages 537-545, March.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:5:p:537-545
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00335-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Glenn Hofmann, 2004. "Comparing the Fisher information in record data and random observations," Statistical Papers, Springer, vol. 45(4), pages 517-528, October.
    3. Glenn Hofmann & N. Balakrishnan, 2004. "Fisher information ink-records," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 56(2), pages 383-396, June.
    4. Stepanov, A. V. & Balakrishnan, N. & Hofmann, Glenn, 2003. "Exact distribution and Fisher information of weak record values," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 69-81, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. R. Arabi Belaghi & M. Arashi & S. Tabatabaey, 2015. "Improved estimators of the distribution function based on lower record values," Statistical Papers, Springer, vol. 56(2), pages 453-477, May.
    2. Park, Jeong-Soo & Yoon Kim, Tae, 2007. "Fisher information matrix for a four-parameter kappa distribution," Statistics & Probability Letters, Elsevier, vol. 77(13), pages 1459-1466, July.
    3. Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Amini, Morteza & Ahmadi, J., 2007. "Fisher information in record values and their concomitants about dependence and correlation parameters," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 964-972, June.
    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. S. Baratpour & J. Ahmadi & N. Arghami, 2007. "Entropy properties of record statistics," Statistical Papers, Springer, vol. 48(2), pages 197-213, April.
    4. Fashandi, M. & Ahmadi, Jafar, 2012. "Characterizations of symmetric distributions based on Rényi entropy," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 798-804.
    5. Gouet, Raúl & Javier López, F. & Sanz, Gerardo, 2008. "Laws of large numbers for the number of weak records," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2010-2017, October.
    6. Mostata Razmkhah & Jafar Ahmadi, 2012. "Statistical inference based on the top scores," METRON, Springer;Sapienza Università di Roma, vol. 70(1), pages 89-107, April.
    7. Pakhteev, A. & Stepanov, A., 2016. "Simulation of Gamma records," Statistics & Probability Letters, Elsevier, vol. 119(C), pages 204-212.
    8. N. Balakrishnan, 2007. "Progressive censoring methodology: an appraisal," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(2), pages 211-259, August.
    9. Dembinska, A. & Stepanov, A., 2006. "Limit theorems for the ratio of weak records," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1454-1464, August.
    10. 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.
    11. Enkelejd Hashorva & Alexei Stepanov, 2012. "Limit theorems for the spacings of weak records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 163-180, February.
    12. Krzysztof Jasiński, 2018. "Relations for product moments and covariances of kth records from discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(2), pages 125-141, February.
    13. Bairamov, Ismihan & Stepanov, Alexei, 2006. "A note on large deviations for weak records," Statistics & Probability Letters, Elsevier, vol. 76(14), pages 1449-1453, August.
    14. Gouet, Raúl & López, F. Javier & Maldonado, Lina P. & Sanz, Gerardo, 2014. "Statistical inference for the geometric distribution based on δ-records," Computational Statistics & Data Analysis, Elsevier, vol. 78(C), pages 21-32.
    15. Narayanaswamy Balakrishnan & Alexei Stepanov, 2013. "Runs Based on Records: Their Distributional Properties and an Application to Testing for Dispersive Ordering," Methodology and Computing in Applied Probability, Springer, vol. 15(3), pages 583-594, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:76:y:2006:i:5:p:537-545. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.