Title :
Estimation of Pr (Y < X) for the Pareto Distribution
Author :
Beg, M.Afzal ; Singh, Naunihal
Author_Institution :
Department of Mathematics; Monash University; Clayton, Victoria 3168 AUSTRALIA.
Abstract :
The Blackwell-Rao and Lehmann-Scheffé theorems are used to derive the minimum variance s-unbiased estimator of P ¿ Pr {Y < X} when the s-independent r.v.´s X and Y follow the 2-parameter Pareto distribution using censored samples. Estimators of P are also obtained using Bayesian and maximum likelihood methods. Performance of the three estimators for moderate samples is studied by Monte Carlo simulation.
Keywords :
Bayesian methods; Helium; Maximum likelihood estimation; Pareto analysis; Probability; Reliability theory; Shape; State estimation; Statistical distributions; Statistics; 2-parameter Pareto distribution; Bayes estimation; Conjugate prior; Maximum likelihood estimation; Minimum variance unbiased estimation; Noninformative prior;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1979.5220665
