Acknowledgement
Supported by : Korea Research Foundation
Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 18 Issue 2
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- Pages.101-116
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- 1990
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
A Study on Estimators of Parameters and Pr[X < Y] in Marshall and Olkin's Bivariate Exponential Model
- Kim, Jae Joo (Statistical Research Institute, and Department of Computer Science and Statistics, Seoul National University) ;
- Park, Eun Sik (Statistical Research Institute, and Department of Computer Science and Statistics, Seoul National University)
- Published : 1990.11.01
Abstract
The objectives of this thesis are : first, to estimate the parameters and Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution ; and secondly, to compare the Bayes estimators of Pr[X < Y] with maximum likelihood estimator of Pr[X < Y] in the Marshall and Olkin's Bivariate Exponential Distribution. Through the Monte Carlo Simulation, we observed that the Bayes estimators of Pr[X < Y] perform better than the maximum likelihood estimator of Pr[X < Y] and the Bayes estimator of Pr[X < Y] with gamma prior distribution performs better than with vague prior distribution with respect to bias and mean squared error in the Marshall and Olkin's Bivariate Exponential Distribution.
Keywords