1986
DOI: 10.1080/03610918608812514
|View full text |Cite
|
Sign up to set email alerts
|

Estimation of p(y<x) in the burr case: a comparative study

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4
1

Citation Types

0
27
0

Year Published

2003
2003
2021
2021

Publication Types

Select...
9
1

Relationship

0
10

Authors

Journals

citations
Cited by 80 publications
(27 citation statements)
references
References 4 publications
0
27
0
Order By: Relevance
“…The Bayes' estimator given in (6) depends on α and β, and that in (7) depends on α, which are the parameters of the prior distribution of θ. The parameters α and β, could be estimated by means of empirical Bayes' procedure (see Lindley (1969) and Awad and Gharraf (1986)). Given the random sample x, the likelihood function of θ has an inverse gamma density with shape parameter (m − 1) and scale parameter T 2 .…”
Section: Estimationmentioning
confidence: 99%
“…The Bayes' estimator given in (6) depends on α and β, and that in (7) depends on α, which are the parameters of the prior distribution of θ. The parameters α and β, could be estimated by means of empirical Bayes' procedure (see Lindley (1969) and Awad and Gharraf (1986)). Given the random sample x, the likelihood function of θ has an inverse gamma density with shape parameter (m − 1) and scale parameter T 2 .…”
Section: Estimationmentioning
confidence: 99%
“…In the literature the estimation of R in the case of Weibull or exponential distributions has been obtained under the assumption of known location parameters, see, [19]. Some of the recent work on the stress-strength model can be seen in [12], [13], [14] and [20] etc.…”
Section: Introductionmentioning
confidence: 99%
“…The theoretical and practical results on the theory and applications of the stress-strength relationships in industrial and economic systems during the last decades are collected in Kotz et al [9]. Awad and Charraf [1] provided a simulation study which compared three estimators for = ( < ) when and are two independent but not identically distributed Burr random variables. These estimators are the minimum variance unbiased, maximum likelihood and Bayes.…”
Section: Introductionmentioning
confidence: 99%