Abstract
The convergence rate of the Fisher information for Type II right censored sample standardized by sample size n as n tends to infinity is shown to be O(n-1/2+γ) for any positive constant γ less than 1/2 when the censoring rate converges to a constant lying in the interval (0, 1). This is proved by rewriting the Mehrotra, Johnson and Bhattacharyya [5]'s expression of the exact Fisher information in terms of the tail probability of binomial distribution and applying the Okamoto [6]'s inequalities. The multiparameter case is also studied.
