Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case
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Publication:4122637
DOI10.2307/1268261zbMATH Open0352.62036OpenAlexW4249888595MaRDI QIDQ4122637FDOQ4122637
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
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- Estimation of p{yp> max(y1, y2, …, yp-1)}in theexponential case
- Inference onP(Y < X)in Bivariate Rayleigh Distribution
- Estimation of pr (a’x>>b’y) in the mnltiyariate normal case
- Classical and Bayesian estimation ofP(Y<X) for Kumaraswamy's distribution
- Maximum likelihood estimator of AUC for a bi-exponentiated Weibull model
- Estimation of \(P[Y<X]\) for generalized Pareto distribution
- An estimation of \(\mathbb{P}(X<Y<Z)\) using repeated observations with unknown noise distribution
- Some improvements on the Birnbaum-McCarty bound for \(P(Y<X)\)
- Deconvolution of ℙ( X t < Y t ) for stationary processes with supersmooth error distributions
- Deconvolution of ℙ(X<Y) with unknown error distributions
- A note on inference for \(P(X<Y)\) for right truncated exponentially distributed data
- Unbiased estimation of \(P(Y<X)\) in the normal case
- Estimation of \(R=P(Y<X)\) for three-parameter Weibull distribution
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