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https://research.matf.bg.ac.rs/handle/123456789/388
Title: | Estimation of P{X < Y} for gamma exponential model | Authors: | Jovanović, Milan Rajić, Vesna |
Affiliations: | Probability and Mathematical Statistics | Keywords: | Asymptotic normality;Exponential distribution;Gamma distribution;Maximum likelihood estimator;Reliability | Issue Date: | 1-Jan-2014 | Journal: | Yugoslav Journal of Operations Research | Abstract: | 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 also perform a simulation study. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/388 | ISSN: | 03540243 | DOI: | 10.2298/YJOR121020006J |
Appears in Collections: | Research outputs |
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