- Hacettepe Journal of Mathematics and Statistics
- Vol: 45 Issue: 3
- Estimation of P(Y < X) for the Lévy distribution
Estimation of P(Y < X) for the Lévy distribution
Authors : Hosein Najarzadegan, Saman Babaii, Sadegh Rezaei, Saralees Nadarajah
Pages : 957-972
View : 18 | Download : 8
Publication Date : 2016-06-01
Article Type : Research
Abstract :Three point estimators and two interval estimators of P(Y < X) are derived when X and Y are independent Lévy random variables. Their performance with respect to relative biases, relative mean squared errors, coverage probabilities, and coverage lengths is assessed by simulation studies and a real data application.Keywords : Bayesian estimator, Bootstrap condence interval, Lévy distribution, Maximum likelihood estimator, Uniformly minimum variance unbiased estimator