Some new results for residual Fisher information distance

Abstract

Fisher information plays a pivotal role throughout statistical inference especially in optimal and large sample studies in estimation theory. It also plays a key role in physics, thermodynamic, information theory and other applications. In this paper, we establish some new results on residual Fisher information distance (RFID) between  residual density functions of two systems. Further, some results on RFID  and their relations to other reliability measures are investigated along with some  comparison of systems  based on stochastic ordering.  A lower bound for RFID measure is provided based on quadratic form of hazards functions. In addition, RFID measure for equilibrium distributions are studied. Finally, we establish some results associated with residual Fisher information (RFI) and RFID measures of escort and generalized escort distributions.