Inference on P(Y < X) Based on Ranked Set Sample for Generalized Pareto Distribution

oleh: Manoj Chacko, Shiny Mathew

Format: Article
Diterbitkan: University of Bologna 2022-03-01

Deskripsi

In this paper, the problem of estimation of R = P(Y < X) based on ranked set sampling, when (X,Y) follows generalised Pareto distribution (GPD) is considered. The maximum likelihood (ML) estimators and Bayes estimators of R are obtained. A Monte Carlo simulation is also performed to study the behaviour of different estimators.