Unbiased estimators of P(X
The statistical estimation of the probability of linear inequalities is widely used in practice. In particular, in reliability theory the problem is to estimate the probability of failure-free operation of a compound technical system. Let us assume that the system breaks down if the ``stress \(X\) exceeds the ``strength \(Y\). In this case, the terms ``stress and ``strength are understood in a wider meaning. If we assume that \(X\) and \(Y\) are independent random variables, then the probability of failure-free operation is \[ {\mathbf P}(X<Y).\tag{1} \] We consider the two-parameter exponential distribution with unknown shift and known scale parameters as well as the uniform distribution on a segment with one end known. For these cases unbiased estimators for (1) are found. We also obtain unbiased estimators for the variances of these unbiased estimators.
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- A note on the estimation of P(Y>X) in two-parameter exponential distributions
- Unbiased variance estimation in estimating \(P(X > Y)\) for one and two parameter exponential populations
- Unbiased estimation of \(P(X>Y)\) for two-parameter exponential populations using order statistics
- Interval estimation of probability \(P(X<Y)\) in case of one-parameter exponential families using unbiased estimates
- On the estimation of the probabilities of a double linear inequality in the case of uniform and two-parameter exponential distributions
- Bayesian inference for \(\mathrm{Pr}(Y<X)\) in the exponential distribution based on records
- Stress-strength reliability estimation under the standard two-sided power distribution
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- scientific article; zbMATH DE number 3888709 (Why is no real title available?)
- scientific article; zbMATH DE number 1843536 (Why is no real title available?)
- Estimation ofP(X>Y) with Topp–Leone distribution
- Interval estimation of probability \(P(X<Y)\) in case of one-parameter exponential families using unbiased estimates
- Inference on stress-strength reliability for the two-parameter exponential distribution based on generalized order statistics
- The behavior of chi-square statistics using unbiased estimators in the case of one-parameter distribution from exponential family
- Unbiased estimation of \(P(X>Y)\) for two-parameter exponential populations using order statistics
- Estimation and testing ofP(Y > X) in two-parameter exponential distributions
- On estimation of probabilities of linear inequalities for multivariate \(T\)-distributions
- Reliability for lifetime distributions
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