Fisher Information of Dependence in Progressive Type II Censored Order Statistics and Their Concomitants

Yıldız T., Hüdaverdi B.

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS, cilt.56, sa.6, ss.1-10, 2017 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 56 Sayı: 6
  • Basım Tarihi: 2017
  • Dergi Adı: INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), zbMATH
  • Sayfa Sayıları: ss.1-10
  • Anahtar Kelimeler: Fisher Information, Concomitants, Progressive type II censored order statistics, FGM copula, DISTRIBUTIONS, COPULAS, SAMPLE
  • Dokuz Eylül Üniversitesi Adresli: Evet

Özet

In this paper, we study on Fisher information (FI) of the dependence parameter for bivariate Farlie-Gumbel-Morgenstern (FGM) copula model in progressive type II censored order statistics and their concomitants. We provide the joint distribution of rth progressive type II censored order statistics and its concomitant. Then, the explicit expression of FI for the FGM model is obtained. The relative information of the dependence parameter based on progressive type II censored order statistics and their concomitants and i.i.d. case are compared. Some numerical results and comparative graphs for the corresponding FI with different censoring schemes are provided for the bivariate FGM copula.