Previous Issues
Volume :13 Issue : 2 1986
Add To Cart
Download
Comparison of estimates of P( Y < X) in case of power-function model
Auther : M. S. ABU-SALIH AND M. AL-FAYOUMI
Department of Statistics and Department of Computer Science, University of Yormouk, Irbid, Jordan
ABSTRACT
In this paper, the Blackwell-Rao and Lehmann-Scheffe theorems are used to derive the
minimum variance unbiased estimate of P(Y < X). when X and Yare independent random
variables with power-function densities. We give three other estimates based on (i) maximumlikelihood estimates of parameters, (ii) method of moments and (iii) method of moments usingthe maximum value of the observations. The four estimates are compared through simulation and by the use of the Friedman test.