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Efron, B., Discussion: Theoritical comparison of bootstrap intervals, The Annals of Statistics, 16, 969-972, 1988.

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Article

Inference on P(X < Y) for Extreme Values

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

2District Rural Development Agency Khunti, Jharkhand, India


American Journal of Applied Mathematics and Statistics. 2014, Vol. 2 No. 3, 121-128
DOI: 10.12691/ajams-2-3-6
Copyright © 2014 Science and Education Publishing

Cite this paper:
Sudhansu S. Maiti, 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.

Correspondence to: Sudhansu  S. Maiti, Department of Statistics, Visva-Bharati University Santiniketan, India. Email: dssm1@rediffmail.com

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.

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