On calculating the Fisher information in order statistics

Sangun Park

doi:10.1007/BF02762973

On calculating the Fisher information in order statistics

Sangun Park

Department of Applied Statistics

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

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 language	English
Pages (from-to)	293-301
Number of pages	9
Journal	Statistical Papers
Volume	46
Issue number	2
DOIs	https://doi.org/10.1007/BF02762973
Publication status	Published - 2005 Apr

Bibliographical note

Funding Information:
This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1007/BF02762973

Cite this

@article{ab878e6638ea4a34a92d5965f2ec9b51,

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.",

author = "Sangun Park",

note = "Funding Information: This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)",

year = "2005",

month = apr,

doi = "10.1007/BF02762973",

language = "English",

volume = "46",

pages = "293--301",

journal = "Statistical Papers",

issn = "0932-5026",

publisher = "Springer New York",

number = "2",

}

TY - JOUR

T1 - On calculating the Fisher information in order statistics

AU - Park, Sangun

N1 - Funding Information: This work was supported by Korea Research Foundation Grant(KRF-2000-015-DP0056)

PY - 2005/4

Y1 - 2005/4

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=30344464044&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=30344464044&partnerID=8YFLogxK

U2 - 10.1007/BF02762973

DO - 10.1007/BF02762973

M3 - Article

AN - SCOPUS:30344464044

SN - 0932-5026

VL - 46

SP - 293

EP - 301

JO - Statistical Papers

JF - Statistical Papers

IS - 2

ER -

On calculating the Fisher information in order statistics

Abstract

Bibliographical note

All Science Journal Classification (ASJC) codes

Access to Document

Other files and links

Fingerprint

Cite this