Let X and Y be two independent continuous random variables. We discuss three techniques to obtain confidence intervals for ρ = Pr{Y > X} in a semiparametric framework. One method relies on the asymptotic normal- ity of an estimator for ρ; the remaining methods involve empirical likelihood and combine it with maximum likelihood estimation and with full parametric likelihood, respectively. Finite-sample accuracy of the confidence intervals is assessed through a simulation study. An illustration is given using a dataset on the detection of carriers of Duchenne Muscular Dystrophy.
Semiparametric interval estimation of Pr(Y>X)
CHIOGNA M.
2004
Abstract
Let X and Y be two independent continuous random variables. We discuss three techniques to obtain confidence intervals for ρ = Pr{Y > X} in a semiparametric framework. One method relies on the asymptotic normal- ity of an estimator for ρ; the remaining methods involve empirical likelihood and combine it with maximum likelihood estimation and with full parametric likelihood, respectively. Finite-sample accuracy of the confidence intervals is assessed through a simulation study. An illustration is given using a dataset on the detection of carriers of Duchenne Muscular Dystrophy.File in questo prodotto:
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