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- W184650960 abstract "This paper deals with the interval estimation of P(Y<X) when X and Y are two independent generalized Pareto random variables with a common scale parameters. An asymptotic confidence interval for P(Y<X) is constructed based on the modified signed log-likelihood ratio statistic. Monte Carlo simulations are performed to illustrate the accuracy of the proposed method." @default.
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- W184650960 date "2012-02-01" @default.
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- W184650960 title "Interval estimation of for generalized Pareto distribution" @default.
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- W184650960 doi "https://doi.org/10.1016/j.jspi.2011.04.024" @default.
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