Characterization properties based on the Fisher information for weighted distributions

The Fisher information on θ of the r-size weighted pdf fr(x;θ) and its parent pdf f(x;θ) are compared leading to some characterization properties for f(x;θ). Additionally, some bounds for the Fisher information in terms of r are also presented.

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Year of publication:	2014
Authors:	Tzavelas, George ; Economou, Polychronis
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 84.2014, C, p. 54-59
Publisher:	Elsevier
Subject:	Weighted distribution \| Fisher information \| Log-normal distribution \| Gamma distribution \| Nuisance parameter

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

Persistent link: https://www.econbiz.de/10011039871