• Estimation of R=P[Y
Abstract
This paper deals with the estimation of R=P[Y<Y], when X and Y are two independent not identically inverted exponential distribution random variables. The maximum likelihood estimator (MLE) and its asymptotic distribution are obtained. Exact and asymptotic confidence intervals of R are constructed using both exact and asymptotic distributions. Monte Carlo simulations are performed to compare the different proposed methods. The Bayes estimators of R are based on non-informative prior distributions of the parameters.
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