• DocumentCode
    1345361
  • Title

    Estimation of Pr (Y < X) for the Pareto Distribution

  • Author

    Beg, M.Afzal ; Singh, Naunihal

  • Author_Institution
    Department of Mathematics; Monash University; Clayton, Victoria 3168 AUSTRALIA.
  • Issue
    5
  • fYear
    1979
  • Firstpage
    411
  • Lastpage
    414
  • Abstract
    The Blackwell-Rao and Lehmann-Scheffé theorems are used to derive the minimum variance s-unbiased estimator of P ¿ Pr {Y < X} when the s-independent r.v.´s X and Y follow the 2-parameter Pareto distribution using censored samples. Estimators of P are also obtained using Bayesian and maximum likelihood methods. Performance of the three estimators for moderate samples is studied by Monte Carlo simulation.
  • Keywords
    Bayesian methods; Helium; Maximum likelihood estimation; Pareto analysis; Probability; Reliability theory; Shape; State estimation; Statistical distributions; Statistics; 2-parameter Pareto distribution; Bayes estimation; Conjugate prior; Maximum likelihood estimation; Minimum variance unbiased estimation; Noninformative prior;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.1979.5220665
  • Filename
    5220665
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1345361