A note on the fisher information in exponential distribution

Sangun Park, Chul Eung Kim

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish
Pages (from-to)13-19
Number of pages7
JournalCommunications in Statistics - Theory and Methods
Volume35
Issue number1
DOIs
Publication statusPublished - 2006 Feb 1

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Fisher Information
Exponential distribution
Order Statistics
Statistics
Double integral
Scale Parameter
Spacing

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

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A note on the fisher information in exponential distribution. / Park, Sangun; Kim, Chul Eung.

In: Communications in Statistics - Theory and Methods, Vol. 35, No. 1, 01.02.2006, p. 13-19.

Research output: Contribution to journalArticle

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