On Fisher–Bhattacharyya Information Function and Lower Bounds under Right Random Censoring
A. A. AbdushukurovLomonosov Moscow State University, Tashkent Branch, 100060, Tashkent, UzbekistanN. S. NurmukhamedovaMirzo Ulugbek National University of Uzbekistan, 100174, Tashkent, UzbekistanF. A. AbdushukurovKimyo International University in Tashkent, 100121, Tashkent, Uzbekistan
ABI
Abstract
In this paper, we prove that Fisher information in right random censoring can be decomposed by terms of a failure rate densities. Furthermore, we give an example that variance of unbiased estimate does not achieved Cramer–Rao lower bound, but the second order Bhattacharyya bound is attainable. For a special subfamily of exponential distribution in proportional hazard assumption prove that sequence of Bhattacharyya lower bounds tends to the variance of unbiased polynomial.
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