Title :
On The Estimation of Pr {Y ⩽ X} for Exponential Families
Author_Institution :
Dept. of Mathematics; Institute of Science & Technology; University of Manchester; POBox 88; Manchester M60 1QD ENGLAND
fDate :
4/1/1977 12:00:00 AM
Abstract :
The minimum variance s-unbiased estimator of Pr{Y ⩽ X} is derived for the case in which X and Y are s-independent r.v.´s each with a Cdf belonging to the exponential family but otherwise not necessarily of the same type.
Keywords :
Estimation theory; Random variables; Reliability theory; State estimation; Statistics; Blackwell-Rao-Lehmann-Scheffé theory; Cdf estimation; Exponential family; Minimum-variance unbiased estimation;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1977.5215074
