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

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...

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Published inCommunications 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
LanguageEnglish
Published Philadelphia Taylor & Francis 01.09.2024
Taylor & Francis Ltd
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ISSN0361-0918
1532-4141
DOI10.1080/03610918.2022.2146136

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Abstract 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.
AbstractList 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.
Author Kharazmi, Omid
Contreras-Reyes, Javier E.
Gallardo, Diego I.
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SubjectTerms 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
Title Time-dependent residual Fisher information and distance for some special continuous distributions
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