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
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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/}
}
V. G. Voinov. On unbiased estimation of $P(Y