Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case

DOI10.2307/1268261MaRDI QIDQ4122637zbMATH OpenOpenAlexFDO

Authors Wayne A. Woodward, Gary D. Kelley

Publication date 1977

Published in Technometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1268261

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited in

(16)

• Classical and Bayesian estimation of \(P(Y<X)\) for Kumaraswamy's distribution
• Reliability of stress–strength model for exponentiated Pareto distributions
• scientific article; zbMATH DE number 7563756 (Why is no real title available?)
• Inferences on stress–strength parameter based on GLD5 distribution
• Estimation of p{y_p> max(y₁, y₂, …, y_p-1)}in theexponential case
• Estimation of pr (a&rsquo;x&gt;&gt;b&rsquo;y) in the mnltiyariate normal case
• Maximum likelihood estimator of AUC for a bi-exponentiated Weibull model
• Estimation of \(P[Y<X]\) for generalized Pareto distribution
• Some improvements on the Birnbaum-McCarty bound for \(P(Y<X)\)
• An estimation of \(\mathbb{P}(X<Y<Z)\) using repeated observations with unknown noise distribution
• A note on inference for \(P(X<Y)\) for right truncated exponentially distributed data
• Inference on \(P(Y < X)\) in bivariate Rayleigh distribution
• Deconvolution of ℙ( X _t < Y _t ) for stationary processes with supersmooth error distributions
• Unbiased estimation of \(P(Y<X)\) in the normal case
• Deconvolution of ℙ(X<Y) with unknown error distributions
• Estimation of \(R=P(Y<X)\) for three-parameter Weibull distribution

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