Inference on P(Y
2020 ◽
Vol 72
(2)
◽
pp. 89-110
Keyword(s):
In this article, the estimation of [Formula: see text] is considered when [Formula: see text] and [Formula: see text] are two independent generalized Pareto distributions. The maximum likelihood estimators and Bayes estimators of [Formula: see text] are obtained based on record values. The Asymptotic distributions are also obtained together with the corresponding confidence interval of [Formula: see text]. AMS 2000 subject classification: 90B25
2012 ◽
Vol 22
(2)
◽
pp. 297-311
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2019 ◽
Vol 7
(5)
◽
pp. 89
2011 ◽
Vol 40
(14)
◽
pp. 2500-2510
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2001 ◽
Vol 38
(A)
◽
pp. 158-175
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2013 ◽
Vol 31
(3_4)
◽
pp. 327-336
Keyword(s):