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Estimation of P(X ≤ Y) for discrete distributions with non-identical support
2022
Statistics in Transition New Series
The Uniformly Minimum Variance Unbiased (UMVU) and the Maximum Likelihood (ML) estimations of R = P(X ≤ Y) and the associated variance are considered for independent discrete random variables X and Y. Assuming a discrete uniform distribution for X and the distribution of Y as a member of the discrete one parameter exponential family of distributions, theoretical expressions of such quantities are derived. Similar expressions are obtained when X and Y interchange their roles and both variables
doi:10.2478/stattrans-2022-0029
fatcat:6sjwrxcsjnckhotany3qruwemy