It is known that the Fisher information in any set of order statistics can be simplified to a sum of double integrals. In this article, we show that it can be further simplified to a sum of single integrals for the scale parameter of an exponential distribution. Moreover, we use the result and provide a simple method of obtaining the optimal spacing of order statistics.
Bibliographical noteFunding Information:
The authors are very grateful to an anonymous referee for Remark 2.1 and other helpful comments which are incorporated in the article. This work of the first author was supported by the Korea Research Foundation Grant (KRF-2004-015-C00067).
All Science Journal Classification (ASJC) codes
- Statistics and Probability