1Department of Statistics, Ferdowsi University of Mashhad, Iran e-mail: jabbarinm@yahoo.com and jabbarinm@gmail.com
Department of Statistics, Tehran Payam-e-Noor University, Fallahpour St., Nejatollahi St., Tehran, Iran
*Corresponding author. E-mail: pnasiri@hotmail.com
AMS subject classification:
This paper deals with the estimation of P(Y <X) where Y has generalized exponential distribution with parameters α and λ and X has generalized exponential distribution with presence of one outlier with parameters λ,β1,β2 such that X and Y are independent. The maximum likelihood estmator of R = P(Y <X) when scale parameter (λ) is known and unknown are derived. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of a simulated data set has also been presented for illustrative purposes.
Stress-Strength model, Maximum likelihood estimator, Outlier
