Fixed-Width Confidence Intervals for P(X<Y).

Abstract

Let X and Y have a continuous bivariate distribution H(x,y) having marginals F and G. The author is interested in setting up a confidence interval of specified width 2l and specified coverage probability 1-alpha for the parameter p = P(X < Y). Sequential procedures are proposed when H(x,y) is bivariate normal having unknown covariance matrix, X and Y are independent and, F and G are unknown, and X,Y are dependent and the distribution of Z = X-Y is unknown. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1973
Accession Number
AD0763425

Entities

People

  • Z. Govindarajulu

Organizations

  • University of Kentucky

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Intervals
  • Mathematics
  • Nonparametric Statistics
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Statistical inference.