Abstract
In this paper we consider the estimation of R = P[Y < X], where both the random variables X and Y follow Maxwell distributions with different scale parameters. We obtain the maximum likelihood estimator of R. We also provide asymptotic confidence intervals and bootstrap intervals for the same. The Bayes estimator of R is derived under square error loss function and Bayesian credible and HPD intervals are also obtained. The results are illustrated through simulation study and analysis of a real data set.
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