期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2011
卷号：7
期号：2
页码：109-138
DOI：10.1234/pjsor.v7i2.208
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：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.
关键词：Bayes Estimator, Confidence Interval, Credible Interval, Delta Method,Markov Chain Monte Carlo, Maximum Likelihood Estimator, Uniformly Minimum Variance Unbiased Estimator
