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Dergiler / 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
Sayfa
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Yayın Tarihi
2013-12-31
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

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

📌 3 Maddede Bu Makale

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Amaç & Hipotez: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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Temel Bulgular & Veri:The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are studied.
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Sonuç & Katkı:A simulation study is conducted to investigate and compare the performance of the intervals. 
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler: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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Bu Makaleye Atıf Yap

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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Kaynakça (13)

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