A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions

George Tzavelas ()
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George Tzavelas: University of Piraeus

Metrika: International Journal for Theoretical and Applied Statistics, 2019, vol. 82, issue 4, No 2, 429-440

Abstract: Abstract It is proved that within a proper class of distributions, the Pareto and the shifted exponential distribution are the only distributions with the property of no loss of information due to type-I censoring and random censoring. The equality of the information before and after censoring it is achieved only when the regularity conditions do not hold.

Keywords: Fisher information; Type-I censoring; Random censoring; Scale parameter (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00184-018-0697-5

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