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.
Roozbeh, M., & Tabatabaey, S. M. M. (2009). Asymptotic fisher information in order statistics of geometric distribution. Iranian Journal of Numerical Analysis and Optimization, 2(1), -. doi: 10.22067/ijnao.v2i1.664
MLA
M. Roozbeh; S. M. M. Tabatabaey. "Asymptotic fisher information in order statistics of geometric distribution", Iranian Journal of Numerical Analysis and Optimization, 2, 1, 2009, -. doi: 10.22067/ijnao.v2i1.664
HARVARD
Roozbeh, M., Tabatabaey, S. M. M. (2009). 'Asymptotic fisher information in order statistics of geometric distribution', Iranian Journal of Numerical Analysis and Optimization, 2(1), pp. -. doi: 10.22067/ijnao.v2i1.664
VANCOUVER
Roozbeh, M., Tabatabaey, S. M. M. Asymptotic fisher information in order statistics of geometric distribution. Iranian Journal of Numerical Analysis and Optimization, 2009; 2(1): -. doi: 10.22067/ijnao.v2i1.664
)
Send comment about this article