HUANG Ji-wei, LI Yun-fei, ZHU Hong. Fisher Information in Randomly Censored Data[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 423-425.
Citation:
HUANG Ji-wei, LI Yun-fei, ZHU Hong. Fisher Information in Randomly Censored Data[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 423-425.
HUANG Ji-wei, LI Yun-fei, ZHU Hong. Fisher Information in Randomly Censored Data[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 423-425.
Citation:
HUANG Ji-wei, LI Yun-fei, ZHU Hong. Fisher Information in Randomly Censored Data[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 423-425.
Through using the reversed hazard rate of random variables, this paper derives an expression of Fisher information based on the knowledge of Fisher information in hand. The expression of the retained and lost Fisher information of a random variable due to censorship is produced. So the component of Fisher information under censorship is detected. Then, this paper gives a property of Fisher information in censored data.
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