Fisher Information in Censored Samples from the Marshall-Olkin Bivariate Exponential Distribution

Abstract

We obtain explicit expressions for the elements of the Fisher information matrix (FIM) for a single pair of order statistic and its concomitant, and Type II right, left, and doubly censored samples from the Marshall-Olkin bivariate exponential distribution. We also obtain the limiting form of the FIM for the censored samples. We evaluate the FIM for selected parameter values and sample size of 10, and determine simple, close approximations based on the limiting form. We discuss implications of our findings to inference based on small and large samples and for ranked-set samples from this distribution.

Keywords:

• Concomitants of order statistics
• Fisher information matrix
• Marshall-Olkin bivariate exponential distribution
• Type II censored sample
• Ranked-set samples

Mathematics Subject Classifications:

• Primary 62F99; Secondary 62N01