Estimation of $$P(Y > X)$$ P ( Y > X ) for the Weibull distribution

Saralees Nadarajah () and Xiang Jia
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Saralees Nadarajah: University of Manchester
Xiang Jia: National University of Defense Technology

International Journal of System Assurance Engineering and Management, 2017, vol. 8, issue 2, No 94, 1762-1774

Abstract: Abstract The estimation of $$P(Y > X)$$ P ( Y > X ) is studied when X and Y are independent Weibull random variables taking arbitrary parameter values. Three point and three interval estimators are derived. Their performance with respect to relative biases, relative mean squared errors, coverage probabilities, and coverage lengths is assessed by simulation studies and a real data application.

Keywords: Bootstrap confidence interval; Fox–Wright function; Maximum likelihood estimator (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s13198-017-0666-9

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