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On the Fisher information in record values

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Abstract.

In this article, we establish some general results concerning the comparison of the amount of the Fisher information contained in n record values with the Fisher information contained in n iid observations from the original distribution. Some common distributions are classified according to this criterion. We also propose some methods of estimation based on record values. The results may be of interest in some life testing problems.

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Received: September 1999

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Ahmadi, J., Arghami, N. On the Fisher information in record values. Metrika 53, 195–206 (2001). https://doi.org/10.1007/s001840000089

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  • DOI: https://doi.org/10.1007/s001840000089

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