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.
Keywords
stress-strength geometric distribution Poisson distribution maxi- mum likelihood estimator Bayes estimator UMVUE bootstrap confidence inter- vals
References
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Details
| Primary Language | English |
|---|---|
| Subjects | Statistics |
| Journal Section | Statistics |
| Authors | |
| Publication Date | August 1, 2015 |
| Published in Issue | Year 2015 Volume: 44 Issue: 4 |