Bayes estimation of P(X(2)<X(1)) for a bivariate Pareto distribution

被引：5
|
作者：
Jeevanand, ES [1 ]
机构：
[1] COCHIN UNIV SCI & TECHNOL, COCHIN, KERALA, INDIA
来源：
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 1997年 / 46卷 / 01期
关键词：
Bayes estimates; bivariate Pareto distribution; robustness; stress-strength model;
D O I：
10.1111/1467-9884.00062
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we derive the Bayes estimate of P(X(2) <X(1)) in the bivariate Pareto distribution specified by P(X(1)>x(1),X(2)>x(2))=(x(1)/beta)(-lambda 1)(x(2)/beta)(-lambda 2)max(x(1)/beta,x(2)/beta)(-lambda 0) it is demonstrated that the estimate is robust with respect to the prior.
引用
收藏
页码：93 / 99
页数：7
相关论文
共 50 条
  • [31] Estimation of P(X > Y) when X and Y are dependent random variables using different bivariate sampling schemes
    Samawi, Hani M.
    Helu, Amal
    Rochani, Haresh D.
    Yin, Jingjing
    Linder, Daniel
    COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2016, 23 (05) : 385 - 397
  • [32] Distribution of P2X1 and P2X3 receptors in the rat and human urinary bladder
    Elneil, S
    Skepper, JN
    Kidd, EJ
    Williamson, JG
    Ferguson, DR
    PHARMACOLOGY, 2001, 63 (02) : 120 - 128
  • [33] Inference on P(X &lt; Y) for Bivariate Normal Distribution based on Censored Data
    Chacko, Manoj
    Mathew, Shiny
    JOURNAL OF THE INDIAN SOCIETY FOR PROBABILITY AND STATISTICS, 2020, 21 (02) : 487 - 509
  • [34] On the primality of n!±1 and 2 x 3 x 5 x ••• x p±1
    Caldwell, CK
    Gallot, Y
    MATHEMATICS OF COMPUTATION, 2002, 71 (237) : 441 - 448
  • [35] Bayes Estimation of the Reliability Function of Pareto Distribution Under Three Different Loss Functions
    Shukla, Gaurav
    Chandra, Umesh
    Kumar, Vinod
    JOURNAL OF RELIABILITY AND STATISTICAL STUDIES, 2020, 13 (01): : 149 - 175
  • [36] Estimation of P[Y &lt; X] for generalized exponential distribution
    Kundu, D
    Gupta, RD
    METRIKA, 2005, 61 (03) : 291 - 308
  • [37] Bayes estimation of shape parameter of classical Pareto distribution under LINEX loss function
    Pandey, BN
    Singh, BP
    Mishra, CS
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1996, 25 (12) : 3125 - 3145
  • [38] APPLICATION OF OBJECTIVE BAYES-STATISTICS ON NORMAL-DISTRIBUTION AND X2-DISTRIBUTION
    SCHREIBER, F
    AEU-INTERNATIONAL JOURNAL OF ELECTRONICS AND COMMUNICATIONS, 1978, 32 (09): : 363 - 368
  • [39] INFERENCE ON P(Y &lt; X) BASED ON RANKED SET SAMPLE FOR GENERALIZED PARETO DISTRIBUTION
    Chacko, Manoj
    Mathew, Shiny
    STATISTICA, 2021, 81 (04) : 447 - 459
  • [40] Ivermectin sensitivity of heteromeric P2X4+P2X1 and P2X4+P2X6 purinergic receptors
    Jelinkova, I.
    Jindrichova, M.
    Vavra, V.
    Zemkova, H.
    FEBS JOURNAL, 2006, 273 : 330 - 330
12345