# Inference on P(Y < X) Based on Ranked Set Sample for Generalized Pareto Distribution

## DOI:

https://doi.org/10.6092/issn.1973-2201/10480## Keywords:

Ranked set sample, Generalised Pareto distribution, Maximum likelihood estimator, Bayesian estimator## Abstract

In this paper, the problem of estimation of R = P(Y < X) based on ranked set sampling, when (X,Y) follows generalised Pareto distribution (GPD) is considered. The maximum likelihood (ML) estimators and Bayes estimators of R are obtained. A Monte Carlo simulation is also performed to study the behaviour of different estimators.

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*Statistica*,

*81*(4), 447–459. https://doi.org/10.6092/issn.1973-2201/10480

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