Research Article

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

Volume: 45 Number: 3 June 1, 2016
EN

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

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

References

  1. . .

Details

Primary Language

English

Subjects

Statistics

Journal Section

Research Article

Authors

Hosein Najarzadegan This is me

Saman Babaii This is me

Sadegh Rezaei This is me

Publication Date

June 1, 2016

Submission Date

November 8, 2014

Acceptance Date

March 23, 2015

Published in Issue

Year 2016 Volume: 45 Number: 3

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. https://izlik.org/JA84ZG75ZB
AMA
1.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):957-972. https://izlik.org/JA84ZG75ZB
Chicago
Najarzadegan, Hosein, Saman Babaii, Sadegh Rezaei, and Saralees Nadarajah. 2016. “Estimation of P(Y < X) for the Lévy Distribution”. Hacettepe Journal of Mathematics and Statistics 45 (3): 957-72. https://izlik.org/JA84ZG75ZB.
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
[1]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, June 2016, [Online]. Available: https://izlik.org/JA84ZG75ZB
ISNAD
Najarzadegan, Hosein - Babaii, Saman - Rezaei, Sadegh - Nadarajah, Saralees. “Estimation of P(Y < X) for the Lévy Distribution”. Hacettepe Journal of Mathematics and Statistics 45/3 (June 1, 2016): 957-972. https://izlik.org/JA84ZG75ZB.
JAMA
1.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, June 2016, pp. 957-72, https://izlik.org/JA84ZG75ZB.
Vancouver
1.Hosein Najarzadegan, Saman Babaii, Sadegh Rezaei, Saralees Nadarajah. Estimation of P(Y < X) for the Lévy distribution. Hacettepe Journal of Mathematics and Statistics [Internet]. 2016 Jun. 1;45(3):957-72. Available from: https://izlik.org/JA84ZG75ZB