A Study on the Bayes Estimator of θ=Pr(Y < X)

  • Yeum, Joon Keun (Department of statistics, Dong Guk University) ;
  • Kim, Jae Joo (Department of Computer Science & Statistics, Seoul National University)
  • Published : 1985.11.25

Abstract

We study the Bayes estimation procedure of ${\theta}=P_r$=(Y < X) when the experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Comparisons with the M.L.E., M.V.U.E. and Bayes estimator are made through Monte Carlo simulation.

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