Time-dependent residual Fisher information and distance for some special continuous distributions

• Published in: Communications in statistics. Simulation and computation Vol. 53; no. 9; pp. 4331 - 4351
• Main Authors: Contreras-Reyes, Javier E., Gallardo, Diego I., Kharazmi, Omid
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 01.09.2024; Taylor & Francis Ltd
• Subjects: Beta prime; Computation; Continuity (mathematics); Density; Fisher information; Generalized gamma; Generalized inverse; Generalized inverse Gaussian; Random variables; Residual fisher information; Time dependence; Time measurement; Truncated skew-normal
• ISSN: 0361-0918; 1532-4141
• DOI: 10.1080/03610918.2022.2146136

Fisher information is a measure to quantify information and have important inferential, scaling and uncertainty properties. Kharazmi and Asadi (Braz. J. Prob. Stat. 32, 795-814, 2018) presented the time-dependent Fisher information of any density function. Specifically, they considered a nonnegative continuous random (lifetime) variable X and define the time-dependent Fisher information and distance for density function of the residual random variable associated to X. In this article, we computed the mentioned measures for generalized gamma, Beta prime, generalized inverse Gaussian and truncated skew-normal densities. For generalized gamma, beta prime and generalized inverse Gaussian densities, exact expressions are provided and, for truncated skew-normal case, we computed the mentioned measures for truncated (at positive support) skew-normal random variables by using exact expressions in terms of cumulants and moments. Some numerical results are illustrated.