IEEE Transactions on Reliability · 1979 · 18 citations · 15 references
Natural SciencesBiostatisticsMathematicsProbability TheoryStatisticsStochastic ModelingBayesian StatisticsEstimation TheoryInferential StatisticsMonte Carlo SimulationProbability DistributionsStatistical InferenceCensoring DistributionEstimation Under CensoringMaximum Likelihood EstimatorMinimum Variance EstimationMinimum Variance Unbiased EstimationPosterior Distribution Estimation
The Blackwell-Rao and Lehmann-Scheffé theorems are used to derive the minimum variance s-unbiased estimator of P ≡ Pr {Y < X} when the s-independent r.v.'s X and Y follow the 2-parameter Pareto distribution using censored samples. Estimators of P are also obtained using Bayesian and maximum likelihood methods. Performance of the three estimators for moderate samples is studied by Monte Carlo simulation.
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