On calculating the Fisher information in order statistics

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator.

Original languageEnglish
Pages (from-to)293-301
Number of pages9
JournalStatistical Papers
Volume46
Issue number2
DOIs
Publication statusPublished - 2005 Apr 1

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Fisher Information
Order Statistics
Spacing
Estimator
Calculate
Order statistics
Fisher information

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

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title = "On calculating the Fisher information in order statistics",
abstract = "This article gives a simple result for the expression of the Fisher information in order statistics. This result enables us to calculate easily the Fisher information in any set of order statistics whose details have been known to be messy and complicated. We consider here its application in the optimal spacing problem where the exact Fisher information in order statistics has been approximated with the asymptotic information or the reciprocal of the variance of a suitable estimator.",
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On calculating the Fisher information in order statistics. / Park, Sangun.

In: Statistical Papers, Vol. 46, No. 2, 01.04.2005, p. 293-301.

Research output: Contribution to journalArticle

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