| Article ID: | iaor20118323 |
| Volume: | 7 |
| Issue: | 2 |
| Start Page Number: | 109 |
| End Page Number: | 138 |
| Publication Date: | Apr 2011 |
| Journal: | Pakistan Journal of Statistics and Operation Research |
| Authors: | Maiti Sudhansu, Murmu Sudhir |
| Keywords: | Bayesian analysis, maximum likelihood estimation |
Inference on R = P(X < Y ) has been considered when X and Y belong to independent exponentiated family of distributions. Maximum Likelihood Estimator (MLE), Uniformly Minimum Variance Unbiased Estimator (UMVUE) and Bayes Estimator of R has been derived and compared through simulation study. Exact and approximate confidence intervals and Bayesian credible intervals have also been derived.