A note on the fisher information in exponential distribution

Sangun Park; Chul Eung Kim

doi:10.1080/03610920500439307

A note on the fisher information in exponential distribution

Sangun Park, Chul Eung Kim

Department of Applied Statistics

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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 language	English
Pages (from-to)	13-19
Number of pages	7
Journal	Communications in Statistics - Theory and Methods
Volume	35
Issue number	1
DOIs	https://doi.org/10.1080/03610920500439307
Publication status	Published - 2006 Feb

Bibliographical note

Funding 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

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10.1080/03610920500439307

Cite this

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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.",

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N2 - 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.

AB - 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.

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A note on the fisher information in exponential distribution

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

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