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Estimation of pr (a’x>>b’y) in the mnltiyariate normal case

 

作者: R. D. Gupta,   Ramesh C. Gupta,  

 

期刊: Statistics  (Taylor Available online 1990)
卷期: Volume 21, issue 1  

页码: 91-97

 

ISSN:0233-1888

 

年代: 1990

 

DOI:10.1080/02331889008802229

 

出版商: Akademie-Verlag

 

关键词: Maximum likelihood estimator;minimum variance unbiased estimator

 

数据来源: Taylor

 

摘要:

In this paper we consider two non-independent random vectors XpXianiVqxlhaving multivariate normal distribution and obtain the maximum likelihood and the minimum variance unbiased estimates of R=Pr (a′x>b′y)where a and b are two known vectors, The problem arises for example, in a system where the energy is supplied to the system by p sources and is consumed through q sources. Some interesting special cases are deduced. A simulation study was carried out to compare the MVUE and MLE of B.An application is provided to determine the effect of a certain drug on the level of biochemical compounds found in the brain.

 

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