ADMISSIBILITY AND MINIMAXITY OF THE UMVU ESTIMATOR OF P(X-LESS-THAN-Y)
成果类型：
Article
署名作者：
YU, QQ; GOVINDARAJULU, Z
署名单位：
University of Kentucky
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176324538
发表日期：
1995
页码：
598-607
关键词：
摘要：
Suppose that X(1),...,X(m) are i.i.d. from a continuous distribution function F and Y-1,...,Y-n are i.i.d. from a continuous distribution function G; X's and Y's are independent. A minimum variance unbiased estimator of P(X < Y) is the Mann-Whitney statistic. We show that the Mann-Whitney statistic is admissible under a class of weighted squared error losses and is minimax under a proper weighted squared error loss.