Estimation of P{X < Y} for gamma exponential model
In this paper, we estimate probability P{X < Y} when X and Y are two independent random variables from gamma and exponential distribution, respectively. We obtain maximum likelihood estimator and its asymptotic distribution. We perform some simulation study.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Belgrade
2014-01-01
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| Series: | Yugoslav Journal of Operations Research |
| Subjects: | |
| Online Access: | http://www.doiserbia.nb.rs/img/doi/0354-0243/2014/0354-02431300006J.pdf |