Confidence intervals for P(Y<X) for the generalized exponential distribution期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

按检索

Confidence intervals for P(Y

Institution:	1. Department of Statistics, Amirkabir University of Technology, Tehran, Iran;2. School of Mathematics, University of Manchester, Manchester, M13 9PL, UK;1. College of Chemistry and Environmental Engineering, Shenzhen University, Shenzhen, 518060, China;2. Science and Engineering Faculty, Queensland University of Technology (QUT), GPO Box 2434, Brisbane, Qld, 4001, Australia;3. Shenzhen Key Laboratory of Environmental Chemistry and Ecological Remediation, Shenzhen, 518060, China;4. Key Laboratory of Drinking Water Science and Technology, Research Centre for Eco-Environmental Sciences, Chinese Academy of Sciences, Beijing, 100085, China;5. Guangdong Provincial Engineering Technology Research Centre for Urban Water Cycle and Water Environment Safety, Graduate School at Shenzhen, Tsinghua University, 518055, Shenzhen, China

Abstract:	Kundu and Gupta D. Kundu, R.D. Gupta, Estimation of $P (Y < X)$ for generalized exponential distribution, Metrika 61 (2005) 291–308] derived confidence intervals for $R = P (Y < X)$ when $X$ and $Y$ are two independent generalized exponential random variables. They were based on the asymptotic maximum likelihood method and bootstrapping. Here, we propose a new confidence interval for $R$ based on a modified signed log-likelihood ratio statistic. Simulation studies show that this interval outperforms those due to Kundu and Gupta.

Keywords:
本文献已被 ScienceDirect 等数据库收录！