Inference on P(Y<X) Based on Record Values for Generalized Pareto Distribution. Issue 2 (November 2020)
- Record Type:
- Journal Article
- Title:
- Inference on P(Y<X) Based on Record Values for Generalized Pareto Distribution. Issue 2 (November 2020)
- Main Title:
- Inference on P(Y<X) Based on Record Values for Generalized Pareto Distribution
- Authors:
- Chacko, Manoj
Mathew, Shiny - Abstract:
- In this article, the estimation ofR = P ( Y < X ) is considered whenX andY are two independent generalized Pareto distributions. The maximum likelihood estimators and Bayes estimators ofR are obtained based on record values. The Asymptotic distributions are also obtained together with the corresponding confidence interval ofR . AMS 2000 subject classification: 90B25
- Is Part Of:
- Calcutta Statistical Association bulletin. Volume 72:Issue 2(2020:Nov.)
- Journal:
- Calcutta Statistical Association bulletin
- Issue:
- Volume 72:Issue 2(2020:Nov.)
- Issue Display:
- Volume 72, Issue 2 (2020)
- Year:
- 2020
- Volume:
- 72
- Issue:
- 2
- Issue Sort Value:
- 2020-0072-0002-0000
- Page Start:
- 89
- Page End:
- 110
- Publication Date:
- 2020-11
- Subjects:
- Generalized Pareto distribution -- Record values -- maximum likelihood estimation -- Bayes estimation -- 62F15
Mathematical statistics -- Periodicals
Statistics -- Methodology -- Periodicals
Statistics -- Periodicals
519.5 - Journal URLs:
- http://journals.sagepub.com/loi/csaa ↗
http://www.uk.sagepub.com/home.nav ↗ - DOI:
- 10.1177/0008068320974472 ↗
- Languages:
- English
- ISSNs:
- 0008-0683
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 15020.xml