Marko OBRADOVİĆ, Milan JOVANOVİĆ, Bojana MİLOŠEVİĆ, Vesna JEVREMOVİĆ

Estimation of P{X ≤ Y} for geometric-Poisson model

Yayın Aralığı: 6
Başlangıç: 2002
Yayıncı: Hacettepe Üniversitesi Fen Fakultesi

In this paper we estimate R=P{X≤Y} when X and Y are independent random variables from geometric and Poisson distribution respectively. We find maximum likelihood estimator of R and its asymptotic distribution. This asymptotic distribution is used to construct asymptotic confidence intervals. A procedure for deriving bootstrap confidence intervals is presented. UMVUE of R and UMVUE of its variance are derived and also the Bayes estimator of R for conjugate prior distributions is obtained. Finally, we perform a simulation study in order to compare these estimators.

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