Asymptotic fisher information in order statistics of geometric distribution

Iranian Journal of Numerical Analysis and Optimization

مقاله 4، دوره 2، شماره 1 - شماره پیاپی 2، فروردین 2009   

نوع مقاله: Research Article

شناسه دیجیتال (DOI): 10.22067/ijnao.v2i1.664

نویسندگان

M. Roozbeh^* ؛ S. M. M. Tabatabaey

چکیده

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.

کلیدواژه‌ها

Fisher information؛ geometric distribution؛ order statistics؛ percentile؛ Quantile