Estimation of P{X ≤ Y} for geometric-Poisson model
Abstract
In this paper we estimate R=P{X≤Y} when X and Y are independent random variables from geometric and Poisson distribution
respectively. We find maximum likelihood estimator of R and its asymptotic distribution. This asymptotic distribution is used to construct
asymptotic confidence intervals. A procedure for deriving bootstrap
confidence intervals is presented. UMVUE of R and UMVUE of its
variance are derived and also the Bayes estimator of R for conjugate
prior distributions is obtained. Finally, we perform a simulation study
in order to compare these estimators.
Obradović M., Jovanović M., Milošević B., & Jevremović V. (2015). Estimation of P{X ≤ Y} for geometric-Poisson model. Hacettepe Journal of Mathematics and Statistics, 44(4), 949-964. https://izlik.org/JA36ZN76NU
AMA
1.Obradović M, Jovanović M, Milošević B, Jevremović V. Estimation of P{X ≤ Y} for geometric-Poisson model. Hacettepe Journal of Mathematics and Statistics. 2015;44(4):949-964. https://izlik.org/JA36ZN76NU
Chicago
Obradović Marko, Jovanović Milan, Milošević Bojana, and Jevremović Vesna. 2015. “Estimation of P{X ≤ Y} for Geometric-Poisson Model”. Hacettepe Journal of Mathematics and Statistics 44 (4): 949-64. https://izlik.org/JA36ZN76NU.
EndNote
Obradović M, Jovanović M, Milošević B, Jevremović V (August 1, 2015) Estimation of P{X ≤ Y} for geometric-Poisson model. Hacettepe Journal of Mathematics and Statistics 44 4 949–964.
IEEE
[1]Obradović M., Jovanović M., Milošević B., and Jevremović V., “Estimation of P{X ≤ Y} for geometric-Poisson model”, Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 4, pp. 949–964, Aug. 2015, [Online]. Available: https://izlik.org/JA36ZN76NU
ISNAD
Obradović Marko - Jovanović Milan - Milošević Bojana - Jevremović Vesna. “Estimation of P{X ≤ Y} for Geometric-Poisson Model”. Hacettepe Journal of Mathematics and Statistics 44/4 (August 1, 2015): 949-964. https://izlik.org/JA36ZN76NU.
JAMA
1.Obradović M, Jovanović M, Milošević B, Jevremović V. Estimation of P{X ≤ Y} for geometric-Poisson model. Hacettepe Journal of Mathematics and Statistics. 2015;44:949–964.
MLA
Obradović Marko, et al. “Estimation of P{X ≤ Y} for Geometric-Poisson Model”. Hacettepe Journal of Mathematics and Statistics, vol. 44, no. 4, Aug. 2015, pp. 949-64, https://izlik.org/JA36ZN76NU.
Vancouver
1.Marko Obradović, Milan Jovanović, Bojana Milošević, Vesna Jevremović. Estimation of P{X ≤ Y} for geometric-Poisson model. Hacettepe Journal of Mathematics and Statistics [Internet]. 2015 Aug. 1;44(4):949-64. Available from: https://izlik.org/JA36ZN76NU
