6533b7d3fe1ef96bd1260842

RESEARCH PRODUCT

Truncation, Information, and the Coefficient of Variation

Morris H. DegrootP. K. GoelM. J. Bayarri

subject

symbols.namesakeExponential familyBinomial (polynomial)Negative binomial distributionsymbolsGamma distributionApplied mathematicsProbability distributionTruncation (statistics)Poisson distributionMathematicsTruncated distribution

description

The Fisher information in a random sample from the truncated version of a distribution that belongs to an exponential family is compared with the Fisher information in a random sample from the un- truncated distribution. Conditions under which there is more information in the selection sample are given. Examples involving the normal and gamma distributions with various selection sets, and the zero-truncated binomial, Poisson, and negative binomial distributions are discussed. A property pertaining to the coefficient of variation of certain discrete distributions on the non-negative integers is introduced and shown to be satisfied by all binomial, Poisson, and negative binomial distributions.

yearjournalcountryeditionlanguage
1989-01-01
https://doi.org/10.1007/978-1-4612-3678-8_29