Estimation of P(Y < X) for the Lévy distribution

Hosein Najarzadegan; Saman Babaii; Sadegh Rezaei; Saralees Nadarajah

Research Article

Estimation of P(Y < X) for the Lévy distribution

Year 2016, Volume: 45 Issue: 3, 957 - 972, 01.06.2016

Hosein Najarzadegan Saman Babaii Sadegh Rezaei Saralees Nadarajah

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

References

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Year 2016, Volume: 45 Issue: 3, 957 - 972, 01.06.2016

Hosein Najarzadegan Saman Babaii Sadegh Rezaei Saralees Nadarajah

Abstract

References

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There are 1 citations in total.

Details

Primary Language	English
Subjects	Statistics
Journal Section	Statistics
Authors	Hosein Najarzadegan This is me Saman Babaii This is me Sadegh Rezaei This is me Saralees Nadarajah
Publication Date	June 1, 2016
Published in Issue	Year 2016 Volume: 45 Issue: 3

Cite

APA	Najarzadegan, H., Babaii, S., Rezaei, S., Nadarajah, S. (2016). Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics, 45(3), 957-972.
AMA	Najarzadegan H, Babaii S, Rezaei S, Nadarajah S. Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics. June 2016;45(3):957-972.
Chicago	Najarzadegan, Hosein, Saman Babaii, Sadegh Rezaei, and Saralees Nadarajah. “Estimation of P(Y < X) for the Lévy Distribution”. Hacettepe Journal of Mathematics and Statistics 45, no. 3 (June 2016): 957-72.
EndNote	Najarzadegan H, Babaii S, Rezaei S, Nadarajah S (June 1, 2016) Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics 45 3 957–972.
IEEE	H. Najarzadegan, S. Babaii, S. Rezaei, and S. Nadarajah, “Estimation of P(Y < X) for the Lévy distribution”, Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 3, pp. 957–972, 2016.
ISNAD	Najarzadegan, Hosein et al. “Estimation of P(Y < X) for the Lévy Distribution”. Hacettepe Journal of Mathematics and Statistics 45/3 (June 2016), 957-972.
JAMA	Najarzadegan H, Babaii S, Rezaei S, Nadarajah S. Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics. 2016;45:957–972.
MLA	Najarzadegan, Hosein et al. “Estimation of P(Y < X) for the Lévy Distribution”. Hacettepe Journal of Mathematics and Statistics, vol. 45, no. 3, 2016, pp. 957-72.
Vancouver	Najarzadegan H, Babaii S, Rezaei S, Nadarajah S. Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics. 2016;45(3):957-72.