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Relative Information Loss Under Type II Censored Exponential Data

Nader Ebrahimi and Ehsan S. Soofi
Biometrika
Vol. 77, No. 2 (Jun., 1990), pp. 429-435
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2336827
Stable URL: http://www.jstor.org/stable/2336827
Page Count: 7
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Relative Information Loss Under Type II Censored Exponential Data
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Abstract

This paper uses information theory to quantify information loss in Type II censored samples drawn from an exponential distribution. Indexes of information loss for the maximum likelihood estimation and for Bayesian analysis are defined. Properties of the proposed information measures as functions of the sample size, the exponential parameter, and the parameters of the prior distribution are studied. It is shown that the relative loss of information in Type II censoring may be compensated by increasing the prior precision. Tables of the information loss indexes are provided.

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