American Journal of Applied Mathematics and Statistics
ISSN (Print): 2328-7306 ISSN (Online): 2328-7292 Website: http://www.sciepub.com/journal/ajams Editor-in-chief: Mohamed Seddeek
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American Journal of Applied Mathematics and Statistics. 2014, 2(3), 121-128
DOI: 10.12691/ajams-2-3-6
Open AccessArticle

Inference on P(X < Y) for Extreme Values

Sudhansu S. Maiti1, and Sudhir Murmu2

1Department of Statistics, Visva-Bharati University Santiniketan, India

2District Rural Development Agency Khunti, Jharkhand, India

Pub. Date: May 03, 2014

Cite this paper:
Sudhansu S. Maiti and Sudhir Murmu. Inference on P(X < Y) for Extreme Values. American Journal of Applied Mathematics and Statistics. 2014; 2(3):121-128. doi: 10.12691/ajams-2-3-6

Abstract

The article considers the problem of , when X and Y belong to independently distributed two extreme value distributions. Maximum likelihood estimate of R has been found out and the estimates assuming different distributions have been compared for complete samples. Lower confidence limits of R have been found out by Delta method and bootstrap method. The Bayes estimate of R has also been calculated using MCMC approach.

Keywords:
Bayes estimate delta method Lower Confidence Limit Metropolis-Hastings algorithm

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