Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values

Autor:	TARVİRDİZADE, Bahman
Jazyk:	angličtina
Rok vydání:	2013
Předmět:	Bayes estimation empirical Bayes estimation exponentiated Gumbel distribution maximum likelihood estimation record values stress-strength reliability
Zdroj:	Volume: 6, Issue: 3 103-109 Istatistik Journal of The Turkish Statistical Association
ISSN:	1300-4077
Popis:	In this paper, we consider the estimation of R = Pr(X > Y ) based on lower record valueswhen X and Y are independently but not identically exponentiated Gumbel distributed random variables.The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties arestudied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained.A simulation study is conducted to investigate and compare the performance of the intervals.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=tubitakulakb::2ded29b6276622cd31e9ca72e2edf0e7 https://dergipark.org.tr/tr/pub/ijtsa/issue/39087/458776 Zobrazit plný text záznamu