Please use this identifier to cite or link to this item: 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
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