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Fisher Information of Dependence in Progressive Type II Censored Order Statistics and Their Concomitants

Tugba Ozkal Yildiz, Burcu Hudaverdi Ucer


In this paper, we study on Fisher information (FI) of the dependence parameter for bivariate Farlie-Gumbel-Morgenstern (FGM) copula model in progressive type II censored order statistics and their concomitants. We provide the joint distribution of rth progressive type II censored order statistics and its concomitant. Then, the explicit expression of FI for the FGM model is obtained. The relative information of the dependence parameter based on progressive type II censored order statistics and their concomitants and i.i.d. case are compared. Some numerical results and comparative graphs for the corresponding FI with different censoring schemes are provided for the bivariate FGM copula.


Fisher Information, Concomitants, Progressive type II censored order statistics, FGM copula

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