Characterization of hazard function factorization by Fisher information in minima and upper record values
The hazard function is an important characteristic for the analysis of reliability data. It is therefore of interest to see under what conditions it can be expressed as the product of a function of the variable and a function of the parameter. We show that such a factorization can be characterized by the property of Fisher information in minima and upper record values. We present similar results for the reversed hazard rate by the property of Fisher information in maxima and lower record values. These properties imply the characterization of two classes of exponential families.
Year of publication: |
2005
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Authors: | Hofmann, Glenn ; Balakrishnan, N. ; Ahmadi, Jafar |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 72.2005, 1, p. 51-57
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Publisher: |
Elsevier |
Keywords: | Fisher information Order statistics Record values Characterization Hazard function Exponential family Reversed hazard rate Minimal repairs |
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