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

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...

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Bibliographic Details
Main Authors: M. Masoom Ali, Manisha Pal, Jungsoo Woo
Format: Article
Language:English
Published: Austrian Statistical Society 2016-02-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/173