位置尺度分布族中截尾数据的Fisher信息量

Fisher Information for Censored Data from Location Scale Families

证明了混合型截尾数据的渐近Fisher信息矩阵和Ⅰ型截尾数据的Fisher信息矩阵一致。该结果可以推广到一般的对数位置尺度分布族 ,如Weibull分布、对数正态分布等。

Lifetime data with time and failure censoring arises frequently in the controlled lifetime study.The Fisher information matrix I+M(θ) of this data is more complex than that of the type Ⅰ censored data.For Location-Scale distribution families,we prove that the asymptotic Fisher information I+M(θ) equals type Ⅰ censored Fisher information matrix.The results can be extended to Log Location-Scale family,such as Weibull and Lognormal distributions.