ESTIMATION OF PR(X-LESS-THAN-Y) IN THE EXPONENTIAL CASE WITH COMMON LOCATION PARAMETER

被引：21

作者：

BAI, DS ^{[1
]}

HONG, YW ^{[1
]}

机构：

[1] KOREA ADV INST SCI & TECHNOL,DEPT IND ENGN,SEOUL 131,SOUTH KOREA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 01期

关键词：

STRESS-STRENGTH MODEL; MIXED BETA-DISTRIBUTION; UNIFORMLY MINIMUM VARIANCE UNBIASED ESTIMATOR; ASYMPTOTIC DISTRIBUTIONS; ASYMPTOTIC EQUIVALENCE;

D O I：

10.1080/03610929208830777

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 considers the problem of estimating the probability P = Pr(X < Y) when X and Y are independent exponential random variables with unequal scale parameters and a common location parameter. Uniformly minimum variance unbiased estimator of P is obtained. The asymptotic distribution of the maximum likelihood estimator is obtained and then the asymptotic equivalence of the two estimators is established. Performance of the two estimators for moderate sample sizes is studied by Monte Carlo simulation. An approximate interval estimator is also obtained.

引用

页码：269 / 282

页数：14

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