Abstract: Lifetime data with time and failure censoring arises frequently in the controlled lifetime study. The Fisher information matrix I^M(θ) of this data is more complex than that of the typeⅠcensored data. For Location-Scale distribution families, we prove that the asymptotic Fisher information I^M(θ) equals typeⅠcensored Fisher information matrix. The results can be extended to Log Location-Scale family, such as Weibull and Lognormal distributions.

Key words: time and failure censoring, typeⅠcensoring, type Ⅱ censoring, Fisher information

摘要： 证明了混合型截尾数据的渐近Fisher信息矩阵和Ⅰ型截尾数据的Fisher信息矩阵一致。该结果可以推广到一般的对数位置尺度分布族，如Weibull分布、对数正态分布等。

关键词: 混合型截尾, Ⅰ型截尾, Ⅱ型截尾, Fisher信息量