Some new results for residual fisher information distance

Fisher information plays a pivotal role throughout statistical inference especially in optimal and large sample studies in estimation theory. It also plays a key role in physics, thermodynamic, information theory and other applications. In this paper, we establish some new results on residual Fisher...

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Veröffentlicht in:Filomat 2023, Vol.37 (19), p.6525-6536
Hauptverfasser: Kharazmi, Omid, Dey, Sanku
Format: Artikel
Sprache:eng
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Zusammenfassung:Fisher information plays a pivotal role throughout statistical inference especially in optimal and large sample studies in estimation theory. It also plays a key role in physics, thermodynamic, information theory and other applications. In this paper, we establish some new results on residual Fisher information distance (RFID) between residual density functions of two systems. Further, some results on RFID and their relations to other reliability measures are investigated along with some comparison of systems based on stochastic ordering. A lower bound for RFID measure is provided based on quadratic form of hazards functions. In addition, RFID measure for equilibrium distributions are studied. Finally, we establish some results associated with residual Fisher information (RFI) and RFID measures of escort and generalized escort distributions.
ISSN:0354-5180
2406-0933
DOI:10.2298/FIL2319525K