On the Fisher Information Matrix in Type II Censored Data from the Exponentiated Exponential Family

In this note, we express, in a general setting, the Fisher information matrix under Type II censoring in terms of the hazard function and then obtain the Fisher information matrix under Type II censoring as a single integral for the exponentiated exponential family, which can be easily evaluated. The Fisher information under Type II censoring can also be used to characterize the exponential distribution among the exponentiated exponential family.