Abstract
In this paper the Blackwell-Rao and Lehmann-Scheffé theorems are used to derive the minimum variance unbiased estimator ofP=Pr{Y<X} when the independent random variablesX andY follow the two-parameter exponential distribution. Following a Bayesian approach, an estimator ofP is also obtained for this distribution. These results are extended for the case of censored samples.
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Beg, M.A. On the estimation ofPr{Y<X} for the two-parameter exponential distribution. Metrika 27, 29–34 (1980). https://doi.org/10.1007/BF01893574
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DOI: https://doi.org/10.1007/BF01893574