INFERENCE ON P(Y < X) BASED ON RANKED SET SAMPLE FOR GENERALIZED PARETO DISTRIBUTION

被引:0
|
作者
Chacko, Manoj [1 ]
Mathew, Shiny [1 ]
机构
[1] Univ Kerala, Dept Stat, Thiruvananthapuram, Kerala, India
来源
STATISTICA | 2021年 / 81卷 / 04期
关键词
Ranked set sample; Generalised Pareto distribution; Maximum likelihood estimator; Bayes estimation; INTERVAL ESTIMATION; STRESS-STRENGTH; RELIABILITY;
D O I
暂无
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, the problem of estimation of R = P(Y < X) based on ranked set sampling, when (X, Y) follows generalised Pareto distribution (GPD) is considered. The maximum likelihood (ML) estimators and Bayes estimators of R are obtained. A Monte Carlo simulation is also performed to study the behaviour of different estimators.
引用
收藏
页码:447 / 459
页数:13
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