Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

If You Use a Screen Reader

This content is available through Read Online (Free) program, which relies on page scans. Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.

Alternative Estimation Procedures for Pr(X < Y) in Categorized Data

Jeffrey S. Simonoff, Yosef Hochberg and Benjamin Reiser
Biometrics
Vol. 42, No. 4 (Dec., 1986), pp. 895-907
DOI: 10.2307/2530703
Stable URL: http://www.jstor.org/stable/2530703
Page Count: 13
  • Read Online (Free)
  • Download ($14.00)
  • Subscribe ($19.50)
  • Cite this Item
Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Alternative Estimation Procedures for Pr(X < Y) in Categorized Data
Preview not available

Abstract

Consider two independent random variables X and Y. The functional R = Pr(X < Y) [or λ = Pr(X < Y) - Pr(Y < X)] is of practical importance in many situations, including clinical trials, genetics, and reliability. In this paper several approaches to estimation of λ when X and Y are presented in discretized (Categorical) form are analyzed and compared. Asymptotic formulas for the variance of the estimators are derived; use of the bootstrap to estimate variances is also discussed. Computer simulations indicate that the choice of the best estimator depends on the value of λ, the underlying distribution, and the sparseness of the data. It is shown that the bootstrap provides a robust estimate of variance. Several examples are treated.

Page Thumbnails

  • Thumbnail: Page 
895
    895
  • Thumbnail: Page 
896
    896
  • Thumbnail: Page 
897
    897
  • Thumbnail: Page 
898
    898
  • Thumbnail: Page 
899
    899
  • Thumbnail: Page 
900
    900
  • Thumbnail: Page 
901
    901
  • Thumbnail: Page 
902
    902
  • Thumbnail: Page 
903
    903
  • Thumbnail: Page 
904
    904
  • Thumbnail: Page 
905
    905
  • Thumbnail: Page 
906
    906
  • Thumbnail: Page 
907
    907