Some inference results on pr(x < y) in the bivariate exponential model
- 1 January 1981
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 10 (24), 2515-2525
- https://doi.org/10.1080/03610928108828206
Abstract
This paper provides three different estimators for Pr(X < Y) when X and Y have a bivariate exponential distribution. The asymptotic variances of the three estimators are also derived. A test for the equality of the means of X and Y and confidence limits for the difference of the two means are presented. Our results are directly applicable in a reliability context with underlying bivariate exponential distribution.Keywords
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