Estimation of P{X < Y} for gamma exponential model
DOI:
https://doi.org/10.2298/YJOR121020006JKeywords:
reliability, gamma distribution, exponential distribution, maximum likelihood estimator, asymptotic normalityAbstract
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.References
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