Fixed-Width Confidence Intervals for P(X<Y).
KENTUCKY UNIV LEXINGTON DEPT OF STATISTICS
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Let X and Y have a continuous bivariate distribution Hx,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 PX Y. Sequential procedures are proposed when Hx,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
- Statistics and Probability