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Author Country (or Countries)

Iran

Abstract

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.

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/jsap/060111

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