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首页> 外文期刊>Journal of applied statistics >On the comparison of the Fisher information of the log-normal and generalized Rayleigh distributions
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On the comparison of the Fisher information of the log-normal and generalized Rayleigh distributions

机译:对数正态分布和广义瑞利分布的Fisher信息比较

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摘要

Surles and Padgett recently considered two-parameter Burr Type X distribution by introducing a scale parameter and called it the generalized Rayleigh distribution. It is observed that the generalized Rayleigh and log-normal distributions have many common properties and both distributions can be used quite effectively to analyze skewed data set. In this paper, we mainly compare the Fisher information matrices of the two distributions for complete and censored observations. Although, both distributions may provide similar data fit and are quite similar in nature in many aspects, the corresponding Fisher information matrices can be quite different. We compute the total information measures of the two distributions for different parameter ranges and also compare the loss of information due to censoring. Real data analysis has been performed for illustrative purposes.
机译:Surles和Padgett最近通过引入比例参数来考虑两参数Burr Type X分布,并将其称为广义瑞利分布。可以看出,广义瑞利分布和对数正态分布具有许多共同的属性,并且两种分布都可以非常有效地用于分析偏斜的数据集。在本文中,我们主要比较两种分布的Fisher信息矩阵,以获取完整和经审查的观测值。尽管这两种分布都可以提供相似的数据拟合,并且在许多方面本质上都非常相似,但是相应的Fisher信息矩阵却可以完全不同。我们计算了两个分布在不同参数范围内的总信息量度,并且还比较了由于检查而导致的信息损失。为了说明的目的已经进行了真实数据分析。

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