The Asymptotic Equivalence of the Fisher Information Matrices for Type I and Type II Censored Data from Location-Scale Families

Thumbnail Image
Date
2000-02-17
Authors
Escobar, Luis
Meeker, William
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Authors
Person
Meeker, William
Distinguished Professor
Research Projects
Organizational Units
Organizational Unit
Statistics
As leaders in statistical research, collaboration, and education, the Department of Statistics at Iowa State University offers students an education like no other. We are committed to our mission of developing and applying statistical methods, and proud of our award-winning students and faculty.
Journal Issue
Is Version Of
Versions
Series
Department
Statistics
Abstract

Type I and Type II censored data arise frequently in controlled laboratory studies concerning time to a particular event (e.g., death of an animal or failure of a physical device). Log-location-scale distributions (e.g., Weibull, lognormal, and loglogistic) are commonly used to model the resulting data. Maximum likelihood (ML) is generally used to obtain parameter estimates when the data are censored. The Fisher information matrix can be used to obtain large-sample approximate variances and covariances of the ML estimates or to estimate these variances and covariances from data. The derivations of the Fisher information matrix proceed differently for Type I (time censoring) and Type II (failure censoring) because the number of failures is random in Type I censoring, but length of the data collection period is random in Type II censoring. Under regularity conditions (met with the above-mentioned log-location-scale distributions), we outline the different derivations and show that the Fisher information matrices for Type I and Type II censoring are asymptotically equivalent.

Comments

This preprint has been published in Communications in Statistics - Theory and Methods 30 (2001): 2211–2225, doi:10.1081/STA-100106071.

Description
Keywords
Citation
DOI
Subject Categories
Copyright
Collections