Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values
Estimation Of Pr(X>Y) For Exponentiated Gumbel Distribution Based On Lower Record Values
In this paper, we consider the estimation of R = Pr(X > Y ) based on lower record values
when X and Y are independently but not identically exponentiated Gumbel distributed random variables.
The maximum likelihood, Bayes and empirical Bayes estimators of R are obtained and their properties are
studied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained.
A simulation study is conducted to investigate and compare the performance of the intervals.
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