ESTIMATION OF P(Y < X) FOR TWO-PARAMETER LINDLEY LOGARITHMIC DISTRIBUTION

Abstract

In this paper we study the stress-strength parameter R = P(X < Y ), when X and Y are independent and both have two-parameter Lindley Logarithmic (LL) distributions. We consider the computation of R in closed form, as well as its maximum likelihood estimator. Furthermore via simulation study the root mean square error (RMSE), the percentage relative bias (RB) of the estimator and also two condence intervals has presented.