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Adimari, Gianfranco and Chiogna, Monica (2004) Semiparametric interval estimation of Pr[Y > X]. [Working Paper] WORKING PAPER SERIES, 6/2004 . , PADOVA (Inedito)

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Abstract (english)

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 normality 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.

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EPrint type:Working Paper
Anno di Pubblicazione:17 June 2004
Key Words:Confidence interval; Empirical likelihood; Receiver operating characteristic (ROC) curve; Area under the ROC curve; Stress-strength problem
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7050
Depositato il:08 Sep 2014 12:15
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