Geodesic
Estimation of P{X Y} for Gamma Exponential Model
Yugoslav journal of operations research, Tome 24 (2014) no. 2, p. 283

Voir la notice de l'article provenant de la source eLibrary of Mathematical Institute of the Serbian Academy of Sciences and Arts

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.
Classification : 62F12, 60E05.
Keywords: Reliability, gamma distribution, exponential distribution, maximum likelihood estimator, asymptotic normality. 
@article{YJOR_2014_24_2_a7,
     author = {Milan Jovanovi\'c and Vesna Raji\'c},
     title = {Estimation of {P{X} < {Y}} for {Gamma} {Exponential} {Model}},
     journal = {Yugoslav journal of operations research},
     pages = {283 },
     publisher = {mathdoc},
     volume = {24},
     number = {2},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2014_24_2_a7/}
}
TY  - JOUR
AU  - Milan Jovanović
AU  - Vesna Rajić
TI  - Estimation of P{X < Y} for Gamma Exponential Model
JO  - Yugoslav journal of operations research
PY  - 2014
SP  - 283 
VL  - 24
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/YJOR_2014_24_2_a7/
LA  - en
ID  - YJOR_2014_24_2_a7
ER  - 
%0 Journal Article
%A Milan Jovanović
%A Vesna Rajić
%T Estimation of P{X < Y} for Gamma Exponential Model
%J Yugoslav journal of operations research
%D 2014
%P 283 
%V 24
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/YJOR_2014_24_2_a7/
%G en
%F YJOR_2014_24_2_a7
Milan Jovanović; Vesna Rajić. Estimation of P{X < Y} for Gamma Exponential Model. Yugoslav journal of operations research, Tome 24 (2014) no. 2, p. 283 . http://geodesic.mathdoc.fr/item/YJOR_2014_24_2_a7/