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)
  • 발행 : 1986.06.25

초록

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.

키워드

과제정보

연구 과제 주관 기관 : Research Institute for Basic Sciences, Seoul National University