- Türkiye İstatistik Derneği Dergisi
- Vol: 6 Issue: 3
- Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values
Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values
Authors : Bahman Tarvirdizade
Pages : 103-109
View : 16 | Download : 4
Publication Date : 2013-12-31
Article Type : Research
Abstract :In this paper, we consider the estimation of R = Pr(X > Y ) based on lower record values when X and Y are independently but not identically exponentiated Gumbel distributed random variables. The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained. A simulation study is conducted to investigate and compare the performance of the intervals.Keywords : Bayes estimation, empirical Bayes estimation, exponentiated Gumbel distribution, maximum likelihood estimation, record values, stress-strength reliability