Abstract

Kundu and Gupta [D. Kundu, R.D. Gupta, Estimation of P ( Y < X ) for generalized exponential distribution, Metrika 61 (2005) 291–308] derived confidence intervals for R = P ( Y < X ) when X and Y are two independent generalized exponential random variables. They were based on the asymptotic maximum likelihood method and bootstrapping. Here, we propose a new confidence interval for R based on a modified signed log-likelihood ratio statistic. Simulation studies show that this interval outperforms those due to Kundu and Gupta.

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