Estimation of p(y<x) in the gamma case

1 January 1986

journal article
research article
Published by Taylor & Francis in Communications in Statistics - Simulation and Computation

Vol. 15 (2) , 365-388
https://doi.org/10.1080/03610918608812513

Abstract

We consider estimation of P(Y<X) when X˜Γr(M,λ) and Y˜Γ(N,μ) are independent with M and N known. A concise representation of the UMVUE and several representations for the MLE are derived. Closed-form exact expressions of both MSE's and the bias of the MLE are obtained. Large-sample results are given and numerical comparison of the two point estimators is made. Confidence intervals are given.

Keywords

This publication has 4 references indexed in Scilit:

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