DOAJ Open Access 2016

Estimation of P(Y < X) in a Four-Parameter Generalized Gamma Distribution

M. Masoom Ali Manisha Pal Jungsoo Woo

Abstrak

In this paper we consider estimation of R = P(Y < X), when X and Y are distributed as two independent four-parameter generalized gamma random variables with same location and scale parameters. A modified maximum likelihood method and a Bayesian technique have been used to estimate R on the basis of independent samples. As the Bayes estimator cannot be obtained in a closed form, it has been implemented using importance sampling procedure. A simulation study has also been carried out to compare the two methods.

Topik & Kata Kunci

Probabilities. Mathematical statistics Statistics

Penulis (3)

M. Masoom Ali

Manisha Pal

Jungsoo Woo

Format Sitasi

APA MLA BibTeX

Ali, M.M., Pal, M., Woo, J. (2016). Estimation of P(Y < X) in a Four-Parameter Generalized Gamma Distribution. https://doi.org/10.17713/ajs.v41i3.173

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Informasi Jurnal

Tahun Terbit: 2016
Sumber Database: DOAJ
DOI: 10.17713/ajs.v41i3.173
Akses: Open Access ✓