Abstract
The Fisher information in a random sample from the truncated version of a distribution that belongs to an exponential family is compared with the Fisher information in a random sample from the un- truncated distribution. Conditions under which there is more information in the selection sample are given. Examples involving the normal and gamma distributions with various selection sets, and the zero-truncated binomial, Poisson, and negative binomial distributions are discussed. A property pertaining to the coefficient of variation of certain discrete distributions on the non-negative integers is introduced and shown to be satisfied by all binomial, Poisson, and negative binomial distributions.
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© 1989 Springer-Verlag New York, Inc.
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Bayarri, M.J., DeGroot, M.H., Goel, P.K. (1989). Truncation, Information, and the Coefficient of Variation. In: Gleser, L.J., Perlman, M.D., Press, S.J., Sampson, A.R. (eds) Contributions to Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3678-8_29
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DOI: https://doi.org/10.1007/978-1-4612-3678-8_29
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