On Comparing Estimators of Pr{Y < X} in the Exponential Case
- 1 October 1982
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Reliability
- Vol. R-31 (4) , 389-392
- https://doi.org/10.1109/tr.1982.5221387
Abstract
Let X and Y be s-independent exponentially distributed random variables with mean ß and α respectively. This work povides simple approximations for s-bias and mean square error of the maximum likelihood estimator of Pr{Y < X} for two cases: 1) both α and ß are unknown; 2) only ß is unknown. When α is known, the mean square error is compared with that of the minimum variance s-unbiased estimator and a preference relationship between them is established using the mean square error criterion.Keywords
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