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Abstract Details
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Activity Number:
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125
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #306352 |
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Title:
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Connections Between Fisher Information in Censored Samples from Folded and Unfolded Distributions
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Author(s):
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Lira Pi*+ and Haikady Nagaraja
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Companies:
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The Ohio State University and The Ohio State University
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Address:
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1316 Donahey St., Columbus, OH, 43235, United States
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Keywords:
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Fisher information ;
order statistics ;
censored samples ;
folded distribution ;
Laplace distribution ;
exponential distribution
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Abstract:
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Exponential distribution with mean $\theta$ can be viewed as the folded distribution arising from a Laplace distribution with scale parameter $\theta$. This leads to the interesting question: How does the FI in order statistics and censored samples from an unfolded distribution relate to the FI in order statistics from the corresponding folded distribution? We explore this connection and exploit it to simplify the efforts for finding the FI in censored samples from unfolded distributions. In particular we use our results to find FI in censored Laplace samples using the FI in exponential order statistics that are easy to obtain.
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