Abstract
Takahashi and Sugiura[10]proved that the convergence rate of the exact Fisher information contained in Type II censored data standardized by the sample size n is O(n-1/2+r)for any positive constant γ less than 1/2. We generalize their results for multiple Type II censored data. The limiting Fisher information is a generalization of the asymptotic Fisher information obtained by Chernoff, Gastwirth, and Johns[1]for comparing optimal linear estimators of the location and scale parameters based on multiple Type II censored ordered data.
