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

Iranian Journal of Numerical Analysis and Optimization

مقاله 5، دوره 2، شماره 1 - شماره پیاپی 2، 2009   

نوع مقاله: Research Article

شناسه دیجیتال (DOI): 10.22067/ijnao.v2i1.645

نویسندگان

P. Nasiri^* ؛ M. Jabbari Nooghabi

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.

کلیدواژه‌ها

Maximum likelihood estimator؛ outlier؛ stress-strength model