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Biometrika 1990 77(2):429-435; doi:10.1093/biomet/77.2.429
© 1990 by Biometrika Trust
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MISCELLANEA

Relative information loss under Type II censored exponential data

NADER EBRAHIMI and EHSAN SOOFI

Division of Statistics, Department of Mathematical Sciences, Northern Illinois University DeKalb Illinois 60115-2888, U.S.A.
School of Business Administration, University of Wisconsin-Milwaukee P.O. Box 742, Milwaukee, Wisconsin 53201, U.S.A.

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.

Key Words: Bayesian inference • Entropy • Maximum likelihood • Sample size


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