Estimation of P(Y < X) for the Lévy distribution

Authors : Hosein NAJARZADEGAN, Saman BABAİİ, Sadegh REZAEİ, Saralees NADARAJAH

Pages : 957-972

View : 19 | Download : 6

Publication Date : 2016-06-01

Article Type : Research Paper

Abstract :Three point estimators and two interval estimators of Pinsert ignore into journalissuearticles values(Y < X); are derived when X and Y are independent Lévy random variables. Their performance with respect to relative biases, relative mean squared errors, coverage probabilities, and coverage lengths is assessed by simulation studies and a real data application.
Keywords : Bayesian estimator, Bootstrap condence interval, Lévy distribution, Maximum likelihood estimator, Uniformly minimum variance unbiased estimator