Estimators of Pr [ X < Y ] in Block and Basu's Bivariate Exponential Model

  • Kim, Jae-Joo (Dept. of Computer Science and Statistics, Seoul National University) ;
  • Lee, Ki-Hoon (Dept. of Statistics, Jeonju University) ;
  • Lee, Yeon (Dept. of Computer Science and Statistics, Graduate School of Seoul National University) ;
  • Kim, Hwan-Joong (Dept. of Computer Science and Statistics, Chonju Woosuk University)
  • Published : 1994.09.01

Abstract

The maximum likelihood estimator (M.L.E.) and the Bayes estimators of Pr (X < Y) are derived when X and Y have a absolutely continuous bivariate exponential distribution in Block & Basu's model. The performances of M.L.E. are compared to those Bayes estimators for moderate sample size.

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