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On the Comparison of Fisher Information of the Weibull and GE Distributions
by
Rameshwar D. Gupta
University of New Brunswick, Saint John, NB, Canada, E2L-4L5
Coauthors: Debasis Kundu, IIT, Kanpur, India 208016
In this talk we consider the Fisher Information matrices of the two parameters of the generalized exponential distribution and Weibull distribution for complete and censored samples. We compute the Fisher information matrices by three different methods and observe that one form might be easier than the other for certain cases. It is observed that although both the distributions provide similar data fit but the values of Fisher information for the two models are quite different. Moreover, the loss of information due to truncation of the Weibull parameters are much more than the GE parameters. We compare and report the total information for the Weibull and GE parameters at different values. One data analysis is performed for illustrative purposes.
Date received: October 4, 2004
Copyright © 2004 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cang-49.