Abstract #300490

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2002 Program page
JSM 2002 Abstract #300490
Activity Number: 286
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #300490
Title: Fisher Information of Weak Record Values
Author(s): Glenn Hofmann*+
Affiliation(s): Universidad de Concepcion, Chile
Address: Facultad de Cs. Fisicas y Matematicas, Barrio Univ, Concepcion, , , Chile
Keywords: record values ; weak record values ; Fisher information ; discrete distributions ; Poisson distribution ; geometric distribution
Abstract:

Weak record values have been defined when the underlying sequence of random variables is discrete. We give general expressions for the Fisher information (FI) contained in the first m weak records, as well as the FI in the first m (strong) records. In the geometric and Poisson cases, both are evaluated and compared with the Fisher information in m iid observations. We observe that the ratio of the FI in weak records and random observations depends on the parameter, for both examples. This does not happen in continuous distributions.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2002 program

JSM 2002

For information, contact meetings@amstat.org or phone (703) 684-1221.

If you have questions about the Continuing Education program, please contact the Education Department.

Revised March 2002