Comparison of different estimators of P[Y<X] for a scaled Burr Type X distribution

被引：90

作者：

Raqab, MZ

Kundu, D ^{[1
]}

机构：

[1] Indian Inst Technol, Dept Math & Stat, Kanpur 208016, Uttar Pradesh, India

[2] Univ Jordan, Dept Math, Amman, Jordan

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2005年 / 34卷 / 02期

关键词：

asymptotic distributions; Bayes estimator; bootstrap confidence intervals; credible intervals; maximum likelihood estimator; stress-strength model;

D O I：

10.1081/SAC-200055741

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 article, we consider the estimation of P[Y < X], when Y and X are two independent scaled Burr Type X distribution having the same scale parameters. The maximum likelihood estimator and its asymptotic distribution is used to construct an asymptotic confidence interval of P[Y < X]. Assuming that the common scale parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator, and approximate Bayes estimators of P[Y < X] are discussed. Different methods and the corresponding confidence intervals are compared using Monte Carlo simulations. One data set has been analyzed for illustrative purposes.

引用

页码：465 / 483

页数：19

共 50 条

[21] Estimation of P[Y < X] for generalized exponential distribution
Kundu, D
Gupta, RD
[J]. METRIKA, 2005, 61 (03) : 291 - 308
[22] Inference on P(Y < X) in Bivariate Rayleigh Distribution
Pak, A.
Khoolenjani, N. B.
Jafari, A. A.
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2014, 43 (22) : 4881 - 4892
[23] ESTIMATION OF P [Y < X] FOR BURR-XII DISTRIBUTION USING RECORD VALUES: CLASSICAL AND MCMC APPROACHES
Al-Duais, Fuad S.
Modhesh, A. A.
[J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2021, 68 (02) : 173 - 200
[24] Estimation of δ = P(X < Y) for Burr XII distribution based on the progressively first failure-censored samples
Lio, Y. L.
Tsai, Tzong-Ru
[J]. JOURNAL OF APPLIED STATISTICS, 2012, 39 (02) : 309 - 322
[25] Estimation of P(Y<X) for Location-Scale Distributions under Joint Progressively Type-II Right Censoring
Lin, Chien-Tai
Ke, Shun-Jie
[J]. QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2013, 10 (03): : 339 - 352
[26] Point and Interval Estimators of R= P[Y < X] Based on Gompertz Distribution and Ranked Set Sampling Data
Hassan, Marwa Khalil
Alohali, Manal Ibrahim
Alojail, Fatimah Abdulaziz
[J]. THAILAND STATISTICIAN, 2021, 19 (04): : 784 - 796
[27] Confidence intervals for P(Y < X) for the generalized exponential distribution
Hajebi, Mahtab
Rezaei, Sadegh
Nadarajah, Saralees
[J]. STATISTICAL METHODOLOGY, 2012, 9 (03) : 445 - 455
[28] Interval estimation of P(Y < X) for generalized Pareto distribution
Wong, Augustine
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2012, 142 (02) : 601 - 607
[29] Inference of R = P[X < Y] for skew normal distribution
Babayi, Salman
Khorram, Esmaile
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46 (20) : 10315 - 10326
[30] Inference on Pr(X > Y) Based on Record Values from the Burr Type X Distribution
Tarvirdizade, Bahman
Gharehchobogh, Hossein Kazemzadeh
[J]. HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS, 2016, 45 (01): : 267 - 278

← 1 2 3 4 5 →

Comparison of different estimators of P[Y&lt;X] for a scaled Burr Type X distribution

Comparison of different estimators of P[Y<X] for a scaled Burr Type X distribution