In this paper we estimate R = P(X > Y) when X and Y are independent random variables from inverted exponential distribution and two parameter exponential distribution respectively. We ﬁnd maximum likelihood estimator of R and consider the problem of constructing conﬁdence interval for this parameter. We use two conﬁdence interval procedures based on the generalized variable and percentile bootstrap conﬁdence interval methods. We compare these interval estimation procedures in terms of coverage probability and expected length. Simulation studies show that the generalized variable method is satisfactory for practical applications even for small sample setting to construct conﬁdence interval for parameter R.
Digital Object Identifier (DOI)
Reza Kazemi, Mohammad and Nicknam, Zahra
"Estimation of P (X > Y) for Inverted Exponential-Two Parameter Exponential Models (Generalized Variable Approach),"
Journal of Statistics Applications & Probability: Vol. 6
, Article 11.
Available at: https://dc.naturalspublishing.com/jsap/vol6/iss1/11