Estimation of P{X < Y} for geometric-exponential model based on complete and censored samples

被引：15
作者：
Jovanovic, Milan [1 ]
机构：
[1] Univ Belgrade, Fac Math, Belgrade, Serbia
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 04期
关键词：
Bayes estimator; Bootstrap confidence interval; Censored data; Exponential distribution; Geometric distribution; Lindley's approximation; Maximum likelihood estimator; Stress-strength; Uniformly minimum variance unbiased estimator; STRESS-STRENGTH RELIABILITY; WEIBULL DISTRIBUTION; P(Y-LESS-THAN-X); P(X-LESS-THAN-Y); DISTRIBUTIONS; PARAMETER; INFERENCE; X);
D O I：
10.1080/03610918.2015.1073302
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 article deals with the estimation of R = P{X < Y}, where X and Y are independent random variables from geometric and exponential distribution, respectively. For complete samples, the MLE of R, its asymptotic distribution, and confidence interval based on it are obtained. The procedure for deriving bootstrap-p confidence interval is presented. The UMVUE of R and UMVUE of its variance are derived. The Bayes estimator of R is investigated and its Lindley's approximation is obtained. A simulation study is performed in order to compare these estimators. Finally, all point estimators for right censored sample from the exponential distribution, are obtained.
引用
收藏
页码：3050 / 3066
页数：17
相关论文
共 34 条
[1]   BAYES ESTIMATION OF P(Y-GREATER-THAN-ZX) IN THE GEOMETRIC CASE [J].
AHMAD, KE ;
FAKHRY, ME ;
JAHEEN, ZF .
MICROELECTRONICS AND RELIABILITY, 1995, 35 (05) :817-820
[2]  
[Anonymous], 1995, Statistical Estimation Problems in Stress-Strength Models
[3]  
[Anonymous], 2003, STRESS STRENGTH MODE
[4]  
Asgharzadeh A, 2011, SORT-STAT OPER RES T, V35, P103
[5]   Inference of R = P[X &lt; Y] for generalized logistic distribution [J].
Babayi, Salman ;
Khorram, Esmaile ;
Tondro, Farzad .
STATISTICS, 2014, 48 (04) :862-871
[6]   Shrinkage estimation of P(X&lt;Y) in the exponential case with common location parameter [J].
Baklizi, A ;
El-Masri, AE .
METRIKA, 2004, 59 (02) :163-171
[7]  
Birnbaum ZW., 1956, P 3 BERK S MATH STAT, V1, P13, DOI DOI 10.1525/9780520313880-005
[8]   CONFIDENCE-INTERVAL ESTIMATION OF P(Y LESS-THAN X) IN THE GAMMA CASE [J].
CONSTANTINE, K ;
KARSON, MJ ;
TSE, SK .
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1990, 19 (01) :225-244
[9]  
CONSTANTINE K, 1986, COMMUN STAT SIMULAT, V15, P365, DOI 10.1080/03610918608812513
[10]   The UMVUE of P(X<Y) based on type-II censored samples from Weinman multivariate exponential distributions [J].
Cramer, E ;
Kamps, U .
METRIKA, 1997, 46 (02) :93-121
1234