Estimation of P(X <= Y ) for a Bivariate Weibull Distribution

Source: OAI

ABSTRACT Nous étudions ici l'estimation de R=P(X<Y), quand X et Y sont des variables aleatoires qui suivent la loi bivariate Weibull et X est censurée à Y. On obtient la loi marginale pour les données observées et on en tire MLE,UMVUE,MME de R. Ainsi on obtient les estimateurs de Bayes sur la fonction SEL. On a effectué une simulation de Monte-Carlo pour comparer ces estimateurs.

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Available from: Ahmad Parsian, Aug 20, 2015
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