Empirical Bayes estimation of P(Y<X) and characterizations of Burr-type X model

被引：74

作者：

Ahmad, KE ^{[1
]}

Fakhry, ME ^{[1
]}

Jaheen, ZF ^{[1
]}

机构：

[1] Assiut Univ, Dept Math, Assiut 71516, Egypt

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1997年 / 64卷 / 02期

关键词：

Burr-type X; empirical Bayes estimation; stress-strength model; characterization; conditional moments; recurrence relation; conditional variance;

D O I：

10.1016/S0378-3758(97)00038-4

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：

This paper deals with the estimation of R=P(Y<X) when Y and X are two independent but not identically distributed Burr-type X random variables. Maximum likelihood, Bayes and empirical Bayes techniques are used for this purpose. Monte-Carlo simulation is carried out to compare the three methods of estimation. Also, two characterizations of the Burr-type X distribution are presented. The first characterization is based on the recurrence relationships between two successively conditional moments of a certain function of the random variable, whereas the second one is given by the conditional variance of that function. (C) 1997 Elsevier Science B.V.

引用

页码：297 / 308

页数：12

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Empirical Bayes estimation of P(Y&lt;X) and characterizations of Burr-type X model

Empirical Bayes estimation of P(Y<X) and characterizations of Burr-type X model