On the Fisher Information in Multiply Censored and Progressively Censored Data
Abstract In this article, we first show that the asymptotic Fisher information contained in multiple interval censored and multiple Type II censored data are asymptotically equivalent. We then extend the results to randomly censored data. Finally, we study the calculation of the exact Fisher information contained in Type II progressively censored data. In this case, the Fisher information can be written as a sum of several single integrations.