A comparison of three point estimators for \(P(Y<X)\) in the normal case (Q1084824)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of three point estimators for \(P(Y<X)\) in the normal case |
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A comparison of three point estimators for \(P(Y<X)\) in the normal case (English)
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1987
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This paper discusses point estimation for \(R=P(Y<X)\) where X and Y are independent normal variables. R can be considered to be the reliability of a system with strength X to which is applied stress Y. A predictive estimator which can be calculated from the Behrens-Fisher distribution is derived and compared with the maximum likelihood and uniformly minimum variance unbiased estimators through a simulation study.
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UMVUE
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standard normal distribution
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reliability
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predictive estimator
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Behrens-Fisher distribution
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maximum likelihood
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uniformly minimum variance unbiased estimators
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simulation study
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