CONFIDENCE-INTERVAL ESTIMATION OF P(Y LESS-THAN X) IN THE GAMMA CASE

被引：10

作者：

CONSTANTINE, K

KARSON, MJ

TSE, SK

机构：

[1] EASTERN NAZARENE COLL,DEPT MATH,WOLLASTON,MA 02170

[2] UNIV NEW HAMPSHIRE,WHITTEMORE SCH BUSINESS & ECON,DURHAM,NH 03824

[3] UNIV NEW HAMPSHIRE,DEPT MATH,DURHAM,NH 03824

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1990年 / 19卷 / 01期

关键词：

bootstrap; confidence interval; MLE; MSE;

D O I：

10.1080/03610919008812854

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 is concerned with the problem of interval estimation of R = P(Y<X) when X and Y are independent gamma random variables. We compare ten different confidence interval estimators. An important thrust of this paper is to employ bootstrapping methodology to address the problem of robustness with respect to the shape parameters of the gamma distributions. We believe that bootstrapping provides a powerful methodology for studying these problems. Seven of the ten confidence interval estimators considered are based on bootstrapping. Simulation results are presented and discussed, with robustness recommendations. © 1990 Taylor & Francis Group, LLC. All rights reserved.

引用

页码：225 / 244

页数：20