頁籤選單縮合
題 名 | Where is the Fisher Information in an Ordered Sample? |
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作 者 | Zheng,Gang; Gastwirth,Joseph L.; | 書刊名 | Statistica Sinica |
卷 期 | 10:4 2000.10[民89.10] |
頁 次 | 頁1267-1280 |
分類號 | 319.5 |
關鍵詞 | Decomposition of fisher information; Limiting pitman efficiency; Location-scale family; Matrix expression; Multiply censored data; |
語 文 | 英文(English) |
英文摘要 | Suppose we have a random sample of size n with multiple censoring. The exact Fisher information in the data is derived and expressed in terms of matrices when each block of censored data contains at least two order statistics. The results are applied to determine how much Fisher information about the location (scale) parameter is contained in the middle (two tails) of an ordered sample. The results show that, for Cauchy, Laplace, logistic, and normal distributions, the middle 40% (extreme half) of the ordered data contains more than 80% of the Fisher information about the location (scale) parameter. These results provide insight into the behavior of two well-known robust linear estimators of the location parameter. |
本系統中英文摘要資訊取自各篇刊載內容。