Estimation of P(X ≤ Y) for Discrete Distributions with Non-Identical Support

• Autorzy: Mriganka Mouli Choudhury , Rahul Bhattacharya , Sudhansu S. Maiti
• Języki publikacji: EN

Abstrakty

EN

The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the discrete one parameter exponential family of distributions, theoretical expressions of such quantities are derived. Similar expressions are obtained when X and Y interchange their roles and both variables are from the discrete uniform distribution. A simulation study is carried out to compare the estimators numerically. A real application based on demand-supply system data is provided. (original abstract)

Słowa kluczowe

EN

Maximum likelihood estimation; Estimation; Simulation

PL

Metoda największej wiarygodności; Estymacja; Symulacja

• Czasopismo: Statistics in Transition
• Rocznik: 2022
• Tom: 23
• Numer: nr 3
• Strony: 43--64

Twórcy

autor

Mriganka Mouli Choudhury

• Visva-Bharati University, West Bengal, India

autor

Rahul Bhattacharya

• University of Calcutta, India

autor

Sudhansu S. Maiti

• Visva-Bharati University, West Bengal, India

Bibliografia

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Identyfikatory

DOI

10.2478/stattrans-2022-0029