A characterization of the Pareto distribution based on the Fisher information for censored data under non-regularity conditions. (English) Zbl 1426.62056
Summary: It is proved that within a proper class of distributions, the Pareto and the shifted exponential distribution are the only distributions with the property of no loss of information due to type-I censoring and random censoring. The equality of the information before and after censoring it is achieved only when the regularity conditions do not hold.
MSC:
| 62E10 | Characterization and structure theory of statistical distributions |
| 62B10 | Statistical aspects of information-theoretic topics |
| 62N01 | Censored data models |
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