Main Article Content
Abstract
Inference on R = P(X < Y ) has been considered when X and Y belong to independent exponentiated family of distributions. Maximum Likelihood Estimator (MLE), Uniformly Minimum Variance Unbiased Estimator (UMVUE) and Bayes Estimator of R has been derived and compared through simulation study. Exact and approximate confidence intervals and Bayesian credible intervals have also been derived.
Keywords
Bayes Estimator
Confidence Interval
Credible Interval
Delta Method
Markov Chain Monte Carlo
Maximum Likelihood Estimator
Uniformly Minimum Variance Unbiased Estimator
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How to Cite
Maiti, S. S., & Murmu, S. (2011). INFERENCE ON P(X < Y ) FOR EXPONENTIATED FAMILY OF DISTRIBUTIONS. Pakistan Journal of Statistics and Operation Research, 7(2), 109-138. https://doi.org/10.18187/pjsor.v7i2.208
