Interval Estimation of the Overlapping Coefficient of Two Exponential Distributions

Abstract

For the overlapping coefficient between two one-parameter or two-parameter exponential distributions, confidence intervals are developed using generalized pivotal quantities. The accuracy of the proposed solutions are assessed using estimated coverage probabilities, and are also compared with other approximate solutions. The results are illustrated with examples.

Keywords

• Generalized pivotal quantity
• one-parameter exponential distribution
• two-parameter exponential distribution