Estimation of Pr(X>Y) in the case of Exponential X and Normal Y

  • Kim, Jae-Joo (Department of Computer Science and Statistics, Seoul National University) ;
  • Kim, Hwan-Joong (Department of Computer Science and Statistics, Seoul National University)
  • Published : 1987.11.25

Abstract

In life testing problem, many authors obtained the minimum variance unbiased estimator of $P_r$[X>Y] for the exponential family generally and conceptually. In this paper, we study the maximum likelihood estimator and minimum variance unbiased estimator of $P_r$[X>Y] in exponential X and normal Y.

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