Park, Sangun - In: Metrika 57 (2003) 1, pp. 71-80
function, to express the Fisher information in order statistics as an expectation of the incomplete integral of the hazard … function. Then we obtain the the asymptotic Fisher information in terms of the incomplete integral of the hazard function. We …We extend the result of Efron and Johnstone (1990), who expressed the Fisher information in terms of the hazard …