FixedWidth Confidence Interval of P(X < Y) under a Data Dependent Adaptive Allocation Design

The present article is related to a nonparametric fixed-width confidence interval estimation of the parameter µ = P(X < Y ) = R F(y)dG(y), where F and G are two unknown continuous distribution functions. The estimation procedure is based on a sample obtained under some non-iid adaptive situation....

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Bibliographic Details
Main Authors: Uttam Bandyopadhyay, Radhakanta Das
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/330