Estimation of P(X > Y) with ToppLeone distribution


Genc A. İ.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.83, ss.326-339, 2013 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası: 83 Konu: 2
  • Basım Tarihi: 2013
  • Doi Numarası: 10.1080/00949655.2011.607821
  • Dergi Adı: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
  • Sayfa Sayıları: ss.326-339

Özet

We consider the estimation problem of the probability P=P(X>Y) for the standard ToppLeone distribution. After discussing the maximum likelihood and uniformly minimum variance unbiased estimation procedures for the problem on both complete and left censored samples, we perform a Monte Carlo simulation to compare the estimators based on the mean square error criteria. We also consider the interval estimation of P.