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

被引：0

作者：

Ali, M. Masoom ^{[1
]}

Pal, Manisha ^{[2
]}

Woo, Jungsoo ^{[3
]}

机构：

[1] Ball State Univ, Dept Math Sci, Muncie, IN 47306 USA

[2] Calcutta Univ, Dept Stat, Kolkata, W Bengal, India

[3] Yeungnam Univ, Dept Stat, Gyongsan, Gyeongsangbuk D, South Korea

来源：

AUSTRIAN JOURNAL OF STATISTICS | 2012年 / 41卷 / 03期

关键词：

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

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

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.

引用

页码：197 / 210

页数：14

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