Fisher information in generalized order statistics

摘要

A representation of the Fisher information in generalized order statistics in terms of the hazard rate of the underlying distribution function is derived under mild regularity conditions. This expression supplements results for complete, Type-Ⅱ censored, and progressively Type-Ⅱ censored data. As a byproduct, we find a hazard rate based representation for samples of fc-records which apparently has not been known so far. Moreover, sufficient conditions for the validity of this representation in location and scale family settings are given. The result is illustrated by considering generalized order statistics based on logistic, Laplace, and extreme value distributions.