Fisher Information in Censored Samples from the Marshall-Olkin Bivariate Exponential Distribution

H. N. Nagaraja and Qinying He

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 19, 4172-4184

Abstract: We obtain explicit expressions for the elements of the Fisher information matrix (FIM) for a single pair of order statistic and its concomitant, and Type II right, left, and doubly censored samples from the Marshall-Olkin bivariate exponential distribution. We also obtain the limiting form of the FIM for the censored samples. We evaluate the FIM for selected parameter values and sample size of 10, and determine simple, close approximations based on the limiting form. We discuss implications of our findings to inference based on small and large samples and for ranked-set samples from this distribution.

Date: 2015
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DOI: 10.1080/03610926.2014.972565

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