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].