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Estimation of pr{y<x) for truncation parameter distributions |
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| Authors: | MA Beg |
| Institution: | Monash university , Australia |
| Abstract: | Blackwell-Rao-Lehmann-Scheffe theory is used to derive the minimum variance ur biased estimator of P=Pr{Y<X} when the independent random variables X and Y follow thf truncation parameter distributions The two-parameter exponential, Pareto, power function and uniform distributions are considered in examples. |
| Keywords: | truncation parameter distribution Blackwell-Rao-Lehmann-Sheffe theory minimum variance unbiased estimation complete sufficient statsties reliability |