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Asymptotic fisher information in order statistics of geometric distribution
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نویسنده
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Roozbeh M. ,Tabatabaey S. M. M.
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منبع
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iranian journal of numerical analysis and optimization - 2009 - دوره : 2 - شماره : 1 - صفحه:61 -68
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چکیده
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In this paper, the geometric distribution is considered. the means, variances, and covariances of its order statistics are derived. the fisher information in any set of order statistics in any distribution can be represented as a sum of fisher information in at most two order statistics. it is shown that, for the geometric distribution, it can be further simplified to a sum of fisher information in a single order statistic. then, we derived the asymptotic fisher information in any set of order statistics.
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کلیدواژه
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Fisher information ,geometric distribution ,order statistics ,percentile ,Quantile
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آدرس
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ferdowsi university of mashhad, دانشجو- دانشکده علوم ریاضی - دانشگاه فردوسی مشهد - مشهد - ایران, ایران, ferdowsi university of mashhad, استاد دانشکده علوم ریاضی - گروه آمار - دانشگاه فردوسی مشهد - ایران, ایران
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Authors
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