Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values

Authors : Bahman TARVİRDİZADE

Pages : 103-109

View : 27 | Download : 7

Publication Date : 2013-12-31

Article Type : Research Paper

Abstract :In this paper, we consider the estimation of R = Prinsert ignore into journalissuearticles values(X > Y ); based on lower record values when X and Y are independently but not identically exponentiated Gumbel distributed random variables. The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained. A simulation study is conducted to investigate and compare the performance of the intervals. 
Keywords : Bayes estimation, empirical Bayes estimation, exponentiated Gumbel distribution, maximum likelihood estimation, record values, stress strength reliability