Some improvements on the Birnbaum-McCarty bound for P(Y

DOI10.1016/0167-7152(84)90002-6MaRDI QIDQ796928zbMATH OpenOpenAlexFDO

Authors Mark C. K. Yang, Tse Chin Mo

Publication date 1984

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(84)90002-6

zbMATH Keywords

Birnbaum-McCarty boundKolmogorov-Smirnov statisticMann-Whitney estimateMonte-Carlo studysimultaneous confidence intervals

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

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Cites work

• A Distribution-Free Upper Confidence Bound for $\Pr \{Y &lt; X\}$, Based on Independent Samples of $X$ and $Y$
• Best Estimates of Functions of the Parameters of the Gaussian and Gamma Distributions
• Distribution-free confidence bounds for \(P(X < Y)\)
• Estimation of Pr (Y < X) for the Pareto Distribution
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3064550 (Why is no real title available?)
• Minimum Variance Unbiased Estimation of P[Y < X] in the Normal Case
• Nonparametric Upper Confidence Bounds for Pr{Y < X} and Confidence Limits for Pr{Y < X} When X and Y are Normal
• On Distribution-Free Confidence Bounds for PrY < X
• On estimating P(X > Y) for the exponential distribution
• The effects on convergence of substituting parameter estimates into U- statistics and other families of statistics
• The Estimation of Pr (Y < X) in the Normal Case

Cited in

(4)

• Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications
• AN IMPROVED LOWER BOUND FOR LEHMANN'S LAMBDA
• Distribution-Free Confidence Bounds for P(X 1 + X 2 + ⋯+ X k < Z)
• Improved Upper Bounds for Hollander's Mu and Lehmann's Lambda

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