IEEE Transactions on Reliability · 1980 · 13 citations · 10 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ModelingDensity EstimationEstimation TheoryInferential StatisticsProbability DistributionsStatistical InferenceEstimation EquationsExponential Family DistributionsMinimum Variance EstimationMinimum Variance Unbiased EstimationRare Event EstimationTruncation
This paper derives the minimum variance s-unbiased estimator of Pr{Y < X} where X and Y are s-independent r.v.'s each with a distribution belonging to the exponential-family with unknown scale and truncation parameters.
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