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

Austrian Journal of Statistics

article

M. Masoom Ali¹  Manisha Pal²  Jungsoo Woo³ 

[1] Department of Mathematical Sciences, Ball State University;Department of Statistics, Calcutta University;Department of Statistics, Yeungnam University

关键词: Generalized Gamma Distribution;    Modified Maximum Likelihood Estimation;    Profile Likelihood;    Bayesian Estimation;    Importance Sampling;    HDP Intervals;    Parametric Bootstrap Confidence Intervals.;   

DOI  :  10.17713/ajs.v41i3.173

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

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.

【 授权许可】

CC BY