Communication in Statistics- Theory and Methods · 1980 · 13 citations · 9 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ModelingEstimation TheoryInferential StatisticsLikelihood EstimationProbabilistic ModelingProbability DistributionsStatistical InferenceGeneralized Pareto DistributionIndependent VariablesMinimum Variance EstimationParametric EstimationProbability Density Function EstimationTruncation Models
Blackwell-Rao-Lehmann-Scheffe theory is used to derive the minimum variance ur biased estimator of P=Pr{Y<X} when the independent random variables X and Y follow thf truncation parameter distributions The two-parameter exponential, Pareto, power function and uniform distributions are considered in examples.
9