Estimating P(Y < X) when X and Y are paired exponential variables

M. M. Shoukri, M. A. Chaudhary, A. Al-Halees

Research output: Contribution to journalArticle

Abstract

Inference procedures for γ = P(T2 < T1) are considered when T1 and T2 are correlated and distributed as bivariate exponential. Under this model, asymptotic inference procedures based on maximum likelihood, the method of moments, and generalized estimating equations are developed. Exact confidence limits and the bootstrap BCa confidence on γ are also given. Monte Carlo methods are used to estimate the coverage probabilities with the aim of evaluating the alternative strategies. Two examples are given to illustrate these techniques.

Original languageEnglish (US)
Pages (from-to)25-38
Number of pages14
JournalJournal of Statistical Computation and Simulation
Volume75
Issue number1
DOIs
StatePublished - Jan 1 2005

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Keywords

  • Bivariate exponential distribution
  • Bootstrap
  • Generalized estimating equations
  • Interval estimation
  • Maximum likelihood
  • Simulation

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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