Estimation of P[Y &lt X] for generalized exponential distribution in presence of outlier

نویسندگان
doi
10.22067/ijnao.v2i1.645
چکیده

This paper deals with the estimation of P(Y < X), where Y has generalized exponential distribution with parameters a and A and X has mixture gen-eralized exponential distribution (or marginal distribution of X\, X2,…. Xn, in presence of one outlier with parameters ß1 and ß2 ) such that X and Y are independent, when the scale parameter (A) is known the maximum like-lihood estimator of R = P(Y < X) is derived. Analysis of a simulated data set has also been presented for illustrative purposes.