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Estimation of Pr{yp > max(y1, …, yp-1)}: Predictive approach in exponential case |
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| Authors: | Stefan Rinco |
| Abstract: | The structural-inference approach to predictive distributions is used to derive the estimator of P = Pr{Yp > max(Y1, …, Yp-1)} when the independent random variables Y1, …, Yp follow exponential distributions with unequal location parameters and equal scale parameters. The result is Equation (4.6). |
| Keywords: | Reliability exponential distribution prediction structural method of inference |