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

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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. 
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/
@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 },
     year = {2014},
     volume = {24},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2014_24_2_a7/}
}
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