Characterization of the Weibull distribution by properties of the Fisher information under type-I censoring

It is proved that within the class of scale parameter families of lifetime distributions, subject to certain regularity conditions, the Weibull family is characterized by an information version of the classical lack-of-memory property or by a related property of the Fisher information in type-I censored experiments.

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Year of publication:	1999
Authors:	Gertsbakh, Ilya ; Kagan, Abram
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 1, p. 99-105
Publisher:	Elsevier
Keywords:	Fisher information Lack of memory Scale parameter Type-I censoring Weibull distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074563