A note on inference for P(X > Y) for right truncated exponentially distributed data
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DOI: 10.1007/s00362-006-0034-3
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Cited by:
- Ali Genç, 2013. "Moments of truncated normal/independent distributions," Statistical Papers, Springer, vol. 54(3), pages 741-764, August.
- Giuliana Cortese & Laura Ventura, 2013. "Accurate higher-order likelihood inference on $$P(Y>X)$$," Computational Statistics, Springer, vol. 28(3), pages 1035-1059, June.
- Luca Greco & Laura Ventura, 2011. "Robust inference for the stress–strength reliability," Statistical Papers, Springer, vol. 52(4), pages 773-788, November.
- Eloísa Díaz-Francés & José Montoya, 2013. "The simplicity of likelihood based inferences for P(X > Y) and for the ratio of means in the exponential model," Statistical Papers, Springer, vol. 54(2), pages 499-522, May.
- Sumith Gunasekera, 2015. "Generalized inferences of $$R$$ R = $$\Pr (X>Y)$$ Pr ( X > Y ) for Pareto distribution," Statistical Papers, Springer, vol. 56(2), pages 333-351, May.
- Filippo Domma & Sabrina Giordano, 2013. "A copula-based approach to account for dependence in stress-strength models," Statistical Papers, Springer, vol. 54(3), pages 807-826, August.
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Keywords
Ancillary; Canonical parameter; Conditioning; Modified signed log-likelihood ratio statistic; Strength-stress model;All these keywords.
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