Inference of δ = P(X < Y) for Burr XII distributions with record samples
學年 105
學期 2
出版(發表)日期 2017-06-14
作品名稱 Inference of δ = P(X < Y) for Burr XII distributions with record samples
作品名稱(其他語言)
著者 Jyun-You Chiang; Nan Jiang; Tzong-Ru Tsai; Y. L. Lio
單位
出版者
著錄名稱、卷期、頁數 Communications in Statistics - Simulation and Computation 47(3), p.822-838
摘要 Let X and Y follow independent Burr type XII distributions, which share a common inner shape parameter. The maximum likelihood estimator of the parameter δ = P(X < Y) is studied based on record samples. The existence and uniqueness of the maximum likelihood estimator of δ based on record samples are established. When the inner shape parameter is known, an exact confidence interval of δ is derived; otherwise, the Fisher information matrix and two bootstrap methods are used to obtain three approximate confidence intervals of δ. The performances of the proposed methods are evaluated via Monte Carlo simulation. Two examples are provided for illustration.
關鍵字 Bootstrap-t method;Fisher information;Log-logistic distribution;Maximum likelihood estimation;Percentile bootstrap method
語言 en
ISSN
期刊性質 國外
收錄於 SCI
產學合作
通訊作者 YL Lio
審稿制度
國別 USA
公開徵稿
出版型式 ,電子版
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