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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