Empirical Bayes estimation of P(Y < X) and characterizations of Burr-type X model
| Autor: | K. E. Ahmad, Z. F. Jaheen, M.E. Fakhry |
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| Předmět: |
Statistics and Probability
Independent and identically distributed random variables Applied Mathematics Conditional probability distribution Function (mathematics) Characterization (mathematics) Combinatorics Bayes' theorem Statistics Statistics Probability and Uncertainty Random variable Conditional variance Mathematics Variance function |
| Zdroj: | Scopus-Elsevier |
| Popis: | This paper deals with the estimation of R = P(Y < X) when Y and X are two independent but not identically distributed Burr-type X random variables. Maximum likelihood, Bayes and empirical Bayes techniques are used for this purpose. Monte-Carlo simulation is carried out to compare the three methods of estimation. Also, two characterizations of the Burr-type X distribution are presented. The first characterization is based on the recurrence relationships between two successively conditional moments of a certain function of the random variable, whereas the second one is given by the conditional variance of that function. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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