Please use this identifier to cite or link to this item:
https://research.matf.bg.ac.rs/handle/123456789/170
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Obradović, Marko | en_US |
dc.contributor.author | Jovanović, Milan | en_US |
dc.contributor.author | Milošević, Bojana | en_US |
dc.contributor.author | Jevremović, Vesna | en_US |
dc.date.accessioned | 2022-08-06T16:46:17Z | - |
dc.date.available | 2022-08-06T16:46:17Z | - |
dc.date.issued | 2015-01-01 | - |
dc.identifier.uri | https://research.matf.bg.ac.rs/handle/123456789/170 | - |
dc.description.abstract | 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. | en |
dc.relation.ispartof | Hacettepe Journal of Mathematics and Statistics | en |
dc.subject | Bayes estimator | en |
dc.subject | Bootstrap confidence intervals | en |
dc.subject | Geometric distribution | en |
dc.subject | Maximum likelihood estimator | en |
dc.subject | Poisson distribution | en |
dc.subject | Stress-strength | en |
dc.subject | UMVUE | en |
dc.title | Estimation of P{X ≤ Y} for geometric-poisson model | en_US |
dc.type | Article | en_US |
dc.identifier.doi | 10.15672/HJMS.2014267477 | - |
dc.identifier.scopus | 2-s2.0-84961626182 | - |
dc.identifier.url | https://api.elsevier.com/content/abstract/scopus_id/84961626182 | - |
dc.contributor.affiliation | Probability and Mathematical Statistics | en_US |
dc.contributor.affiliation | Probability and Mathematical Statistics | en_US |
dc.contributor.affiliation | Probability and Mathematical Statistics | en_US |
dc.relation.firstpage | 949 | en |
dc.relation.lastpage | 964 | en |
dc.relation.volume | 44 | en |
dc.relation.issue | 4 | en |
item.fulltext | No Fulltext | - |
item.openairetype | Article | - |
item.grantfulltext | none | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.cerifentitytype | Publications | - |
crisitem.author.dept | Probability and Mathematical Statistics | - |
crisitem.author.orcid | 0000-0002-6826-3232 | - |
crisitem.author.orcid | 0000-0001-5512-0956 | - |
crisitem.author.orcid | 0000-0001-8243-9794 | - |
Appears in Collections: | Research outputs |
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