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Journals / Istatistik Journal of The Turkish Statistical Association / 2013 / Volume: 6 Issue: 3

Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values

Bahman Tarvirdizade
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Publication Date
2013-12-31
DOI
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AI Summary & Key Takeaways

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⚡ TL;DR(Too Long; Didn't Read)

A simulation study is conducted to investigate and compare the performance of the intervals. 

📌 3 Key Takeaways

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Objective & Hypothesis:In this paper, we consider the estimation of R = Pr(X > Y ) based on lower record values when X and Y are independently but not identically exponentiated Gumbel distributed random variables.
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Key Findings & Data:The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are studied.
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Conclusion & Impact:A simulation study is conducted to investigate and compare the performance of the intervals. 
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Bayes estimation · empirical Bayes estimation · exponentiated Gumbel distribution

Abstract

In this paper, we consider the estimation of R = Pr(X > Y ) based on lower record values when X and Y are independently but not identically exponentiated Gumbel distributed random variables. The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained. A simulation study is conducted to investigate and compare the performance of the intervals. 

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Cite This Article

Tarvirdizade, B. (2013). Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values. Istatistik Journal of The Turkish Statistical Association, Volume: 6 Issue: 3. https://ajindex.com/articles/1636510

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