Efficient Estimation of P(Y < X) in the Exponential Case
作者:
GaryD. Kelley,
JudyA. Kelley,
W.R. Schucany,
期刊:
Technometrics
(Taylor Available online 1976)
卷期:
Volume 18,
issue 3
页码: 359-360
ISSN:0040-1706
年代: 1976
DOI:10.1080/00401706.1976.10489457
出版商: Taylor & Francis Group
关键词: Exponential Distribution;Maximum Likelihood;Minimum Variance;Relative Efficiency
数据来源: Taylor
摘要:
The minimum variance unbiased estimator ofP(Y<X) has been given for the situation in whichXandYare independently exponentially distributed. Using the rccacnt results of Blight and Rao [2] the variance of the UMVU estimator is derived. The mean-square error of the maximum likelihood estimator is obtained and used for comparison with the variance of the UMVUE.
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