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Fisher information in weighted distributions
Author(s) -
Iyengar Satish,
Kvam Paul,
Singh Harshinder
Publication year - 1999
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3316134
Subject(s) - fisher information , exponential family , mathematics , inference , statistics , hazard , probability density function , exponential function , hazard ratio , statistical physics , mathematical analysis , computer science , physics , artificial intelligence , chemistry , organic chemistry , confidence interval
Suppose that a density f θ ( x ) belongs to an exponential family, but that inference about θ must be based on data that are obtained from a density that is proportional to W( x )f θ ( x ). The authors study the Fisher information about θ in observations obtained from such weighted distributions and give conditions under which this information is greater than under the original density. These conditions involve the hazard‐ and reversed‐hazard‐rate functions.