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 |
| Rank: | M51 |
| 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 |
Show full item record
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.