Estimation of P(Y < X) in a Four-Parameter Generalized Gamma Distribution
In this paper we consider estimation of R = P(Y < X), when X and Y are distributed as two independent four-parameter generalized gamma random variables with same location and scale parameters. A modified maximum likelihood method and a Bayesian technique have been used to estimate R on the basis...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Austrian Statistical Society
2016-02-01
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Series: | Austrian Journal of Statistics |
Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/173 |