Interval Estimation of a P(X_1 < X_2) Model for Variables having General Inverse Exponential Form Distributions with Unknown Parameters

摘要

In this article the interval estimation of a P(X_1 < X_2) model is discussed when X_1 and X_2 are non-negative independent random variables, having general inverse exponential form distributions with different unknown parameters. Different interval estimators are derived, by applying different approaches. A simulation study is performed to compare the estimators obtained. The comparison is carried out on basis of average length, average coverage, and tail errors. The results are illustrated, using inverse Weibull distribution as an example of the general inverse exponential form distribution.