Interval estimation of P(Y < X) for generalized Pareto distribution

被引：27

作者：

Wong, Augustine ^{[1
]}

机构：

[1] York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2012年 / 142卷 / 02期

关键词：

Canonical parameter; Exponential family model; Modified signed log-likelihood ratio statistic; Reliability; Stress-strength model; LOG LIKELIHOOD RATIO;

D O I：

10.1016/j.jspi.2011.04.024

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper deals with the interval estimation of P(Y < X) when X and Y are two independent generalized Pareto random variables with a common scale parameters. An asymptotic confidence interval for P(Y < X) is constructed based on the modified signed log-likelihood ratio statistic. Monte Carlo simulations are performed to illustrate the accuracy of the proposed method. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：601 / 607

页数：7

共 50 条

[41] On estimation of R = P(Y < X) for exponential distribution under progressive type-II censoring
Saracoglu, Bugra
Kinaci, Ismail
Kundu, Debasis
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2012, 82 (05) : 729 - 744
[42] Estimation of Pr(Y < X) for the two-parameter generalized exponential records
Asgharzadeh, A.
Valiollahi, R.
Raqab, M. Z.
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2017, 46 (01) : 379 - 394
[43] Inference on reliability P(Y < X) in a p-dimensional Rayleigh distribution
Ali, MM
Woo, J
MATHEMATICAL AND COMPUTER MODELLING, 2005, 42 (3-4) : 367 - 373
[44] Estimation of P(X > Y) with ToppLeone distribution
Genc, Ali I.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2013, 83 (02) : 326 - 339
[45] Estimation of P[X≤Y] in the negative binomial distribution
Sathe, YS
Dixit, UJ
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2001, 93 (1-2) : 83 - 92
[46] ESTIMATION OF P(Y < X) FOR DISTRIBUTIONS HAVING POWER HAZARD FUNCTION
Kinaci, Ismail
PAKISTAN JOURNAL OF STATISTICS, 2014, 30 (01): : 57 - 70
[47] Estimation of R = P[Y < X < Z] under Progressive Type-II Censored Data from Weibull Distribution
Choudhary, Neha
Tyagi, Abhishek
Singh, Bhupendra
LOBACHEVSKII JOURNAL OF MATHEMATICS, 2021, 42 (02) : 318 - 335
[48] Likelihood and Bayesian estimation of Pr(X<Y) using lower record values from the generalized exponential distribution
Baklizi, Ayman
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 52 (07) : 3468 - 3473
[49] Bayesian approach to parameter estimation of the generalized pareto distribution
Bermudez, PD
Turkman, MAA
TEST, 2003, 12 (01) : 259 - 277
[50] Bivariate generalized Pareto distribution in practice: models and estimation
Rakonczai, Pal
Zempleni, Andras
ENVIRONMETRICS, 2012, 23 (03) : 219 - 227

← 1 2 3 4 5 →

Interval estimation of P(Y &lt; X) for generalized Pareto distribution

Interval estimation of P(Y < X) for generalized Pareto distribution