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

Authors

  • Manoj Chacko University of Kerala
  • Shiny Mathew University of Kerala

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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Published

2022-03-02

How to Cite

Chacko, M., & Mathew, S. (2021). Inference on P(Y &lt; X) Based on Ranked Set Sample for Generalized Pareto Distribution. Statistica, 81(4), 447–459. https://doi.org/10.6092/issn.1973-2201/10480

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