Title : ( Fisher Information in Record Values and Their Concomitants: A Comparison of Two Sampling Schemes )
Authors: Seied Morteza Amini , Jafar Ahmadi , Mostafa Razmkhah ,
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Abstract
Two sampling designs via inverse sampling for generating record data and their concomitants are considered: single sample and multisample. The purpose here is to compare the Fisher information in these two sampling schemes. It is shown that the comparison criterion depends on the underlying distribution. Several general results are established for some parametric families and their well known subclasses such as location-scale and shape families, exponential family and proportional (reversed) hazard model. Farlie-Gumbel-Morgenstern (FGM) family, bivariate normal distribution, and some other common bivariate distributions are considered as examples for illustrations and are classified according to this criterion.
Keywords
, Farlie, Gumbel, Morgenstern family; Hazard rate function; Inverse sampling; Location and scale families; Reversed hazard rate
@article{paperid:1018971,
author = {Amini, Seied Morteza and Ahmadi, Jafar and Razmkhah, Mostafa},
title = {Fisher Information in Record Values and Their Concomitants: A Comparison of Two Sampling Schemes},
journal = {Communications in Statistics - Theory and Methods},
year = {2011},
volume = {40},
number = {7},
month = {March},
issn = {0361-0926},
pages = {1298--1314},
numpages = {16},
keywords = {Farlie-Gumbel-Morgenstern family; Hazard rate function; Inverse
sampling; Location and scale families; Reversed hazard rate},
}
%0 Journal Article
%T Fisher Information in Record Values and Their Concomitants: A Comparison of Two Sampling Schemes
%A Amini, Seied Morteza
%A Ahmadi, Jafar
%A Razmkhah, Mostafa
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2011
