Kyungpook Mathematical Journal 2022; 62(2): 389-405
Published online June 30, 2022
Copyright © Kyungpook Mathematical Journal.
Fisher Information and the Kullback-Leibler Distance in Concomitants of Generalized Order Statistics Under Iterated FGM family
Haroon Mohammed Barakat and Islam Abdullah Husseiny*
Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt
e-mail : firstname.lastname@example.org and email@example.com
Received: June 4, 2020; Revised: June 9, 2021; Accepted: July 6, 2021
We study the Fisher Information (FI) of m-generalized order statistics (m-GOSs) and their concomitants about the shape-parameter vector of the Iterated Farlie-Gumbel-Morgenstern (IFGM) bivariate distribution. We carry out a computational study and show how the FI matrix (FIM) helps in finding information contained in singly or multiply censored bivariate samples from the IFGM. We also run numerical computations about the FIM for the sub-models of order statistics (OSs) and sequential order statistics (SOSs). We evaluate FI about the mean and the shape-parameter of exponential and power distributions, respectively. Finally, we investigate the Kullback-Leibler distance in concomitants of m-GOSs.
Keywords: Fisher information, concomitants, generalized order statistics, IFGM family, Kullback-Leibler distance