Unified estimation of $P(X>Y)$ in the generalized scale-exponential family distributions

Document Type : Original Article

Authors

Department of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Iran

Abstract

This article presents a unified approach for estimating $P(X>Y)$, also known as the area under the receiver operating characteristic (ROC) curve (AUC) or stress–strength model in the generalized scale-exponential family of distributions. The proposed framework includes the derivation of the maximum likelihood estimator and the construction of both asymptotic and percentile boot confidence intervals.

Keywords

Main Subjects