Title :
Estimation of Pr{Y < X} for Exponential-Family
Author_Institution :
Department of Mathematics; Monash University; Clayton, Victoria 3168 AUSTRALIA.
fDate :
6/1/1980 12:00:00 AM
Abstract :
This paper derives the minimum variance s-unbiased estimator of Pr{Y < X} where X and Y are s-independent r.v.´s each with a distribution belonging to the exponential-family with unknown scale and truncation parameters.
Keywords :
Extremities; Gold; Manufacturing processes; Parameter estimation; Parametric statistics; Pareto analysis; Probability distribution; Reliability theory; Statistical distributions; Stress; 2-Parameter exponential distribution; Exponential-family distribution; Minimum variance s-unbiased estimation; Pareto distribution; Power-function distribution; Truncation parameter;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1980.5220763
