On unbiased estimation of $P(Y$ in normal case
Zapiski Nauchnykh Seminarov POMI, Studies in mathematical statistics. Part VI, Tome 136 (1984), pp. 5-12

Voir la notice de l'article provenant de la source Math-Net.Ru

Under assumption that normally distributed random variables $X$ and $Y$ are independent new expressions for minimum variance unbiased estimates of the probability $P(Y$ have been obtained. These estimates are given for two cases: - when distribution of $Y$ is comletely specified and when all parameters of the distributions of $X$ and $Y$ are unknown. The last estimate is nore suitable for practical applications than that of Downton [3].
@article{ZNSL_1984_136_a0,
     author = {V. G. Voinov},
     title = {On unbiased estimation of $P(Y<X)$ in normal case},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {5--12},
     publisher = {mathdoc},
     volume = {136},
     year = {1984},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_1984_136_a0/}
}
TY  - JOUR
AU  - V. G. Voinov
TI  - On unbiased estimation of $P(Y
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 1984
SP  - 5
EP  - 12
VL  - 136
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_1984_136_a0/
LA  - ru
ID  - ZNSL_1984_136_a0
ER  - 
%0 Journal Article
%A V. G. Voinov
%T On unbiased estimation of $P(Y
%J Zapiski Nauchnykh Seminarov POMI
%D 1984
%P 5-12
%V 136
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_1984_136_a0/
%G ru
%F ZNSL_1984_136_a0
V. G. Voinov. On unbiased estimation of $P(Y