On estimating P(X > Y) for the exponential distribution
- 1 January 1981
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 10 (1) , 39-47
- https://doi.org/10.1080/03610928108828018
Abstract
Let X and Y be independent exponentially distributed random variables having parameters λ and μ respectively. Sharp boundsfor the first two moments of the maximum likelihood estimator and minimum variance unbiased estimator of P(X > Y) are obtained, when μ is known, say 1. When μ is unknown, sharp bounds for the first two moments of the maximum likelihood estimator of p(X > Y) are obtained and a lower bound for the variance of the minimum variance unbiased estimator is also obtained.Keywords
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