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Estimation of \(P(X>Y)\) with Topp-Leone distribution. (English) Zbl 1348.62039
Summary: We consider the estimation problem of the probability \(P=P(X>Y)\) for the standard Topp-Leone distribution. After discussing the maximum likelihood and uniformly minimum variance unbiased estimation procedures for the problem on both complete and left censored samples, we perform a Monte Carlo simulation to compare the estimators based on the mean square error criteria. We also consider the interval estimation of \(P\).

MSC:
62E15 Exact distribution theory in statistics
60E05 Probability distributions: general theory
62F10 Point estimation
62N01 Censored data models
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