JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, cilt.83, sa.2, ss.326-339, 2013 (SCI-Expanded)
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.