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

## DOI:

https://doi.org/10.17713/ajs.v41i3.173## Abstract

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.

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## Published

## How to Cite

*Austrian Journal of Statistics*,

*41*(3), 197–210. https://doi.org/10.17713/ajs.v41i3.173

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