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

Abstract

Abstract This paper provides a simulation study which compares three estimators for R = P(Y<X) when Y and X are two independent but not identically distributed Burr random variables. These estimators are the minimum variance unbiased, the maximum likelihood and Bayes estimators. Moreover, the sensitivity of Bayes estimator to the prior parameters is considered. Keywords: simulationMLEMVUEBayes estimatorBurr distributionreliability