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INFERENCE ON P(X < Y ) FOR EXPONENTIATED FAMILY OF DISTRIBUTIONSKeywords: Bayes Estimator , Confidence Interval , Credible Interval , Delta Method , Markov Chain Monte Carlo , Maximum Likelihood Estimator , Uniformly Minimum Variance Unbiased Estimator Abstract: Inference on R = P(X < Y ) has been considered when X and Y belong to independent exponentiated family of distributions. Maximum Likelihood Estimator (MLE), Uniformly Minimum Variance Unbiased Estimator (UMVUE) and Bayes Estimator of R has been derived and compared through simulation study. Exact and approximate confidence intervals and Bayesian credible intervals have also been derived.
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