Autori
Chacko, Manoj
Mathew, Shiny

Titolo
Inference on P(Y < X) Based on Ranked Set Sample for Generalized Pareto Distribution
Periodico
Statistica
Anno: 2021 - Volume: 81 - Fascicolo: 4 - Pagina iniziale: 447 - Pagina finale: 459

In this paper, the problem of estimation of R = P(Y < X) based on ranked set sampling, when (X,Y) follows generalised Pareto distribution (GPD) is considered. The maximum likelihood (ML) estimators and Bayes estimators of R are obtained. A Monte Carlo simulation is also performed to study the behaviour of different estimators.



SICI: 0390-590X(2021)81:4<447:IOP<XB>2.0.ZU;2-C

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