Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Recurrence Relations in the Fisher Information in Order Statistics

  • Published : 1999.08.01
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Abstract

We first derive the Fisher information identity in order statistics in terms of the hazard rate by considering the Fisher information identity in terms of the hazard rate (Efron and Johnstone, 1990). Then we use the identity and show an interesting and useful result that some identities and recurrence relations for the Fisher information in order statistics can be directly obtained from those between the c.d.f.s of order statistics.

Keywords

References

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