Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A Study on Estimators of Pr (X1 < Y < X2)

  • Kim, Jae Joo (Department of Computer Science & Statistics, Seoul National University) ;
  • Kim, Seong Yeon (Department of Computer Science & Statistics, Seoul National University)
  • Published : 1986.06.25
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Abstract

In this paper t he minimum variance unbiased, maximum likelihood and empirical estimators of the probability $P_r$ ($X_1<Y<X_2$) are obtained, where $X_1$, $X_2$ and Y are mutually independent exponential random variables. Comparison of estimators is discussed in the last section for illustraition.

Keywords

Acknowledgement

Supported by : Research Institute for Basic Sciences, Seoul National University