AUT Journal of Mathematics and Computing

AUT Journal of Mathematics and Computing

Unified estimation of $P(X>Y)$ in the generalized scale-exponential family distributions

Document Type : Original Article

Authors
Department of Mathematics and Computer Science, Amirkabir University of Technology (Tehran Polytechnic), Iran
Abstract
This article presents a unified approach for estimating $P(X>Y)$, also known as the area under the receiver operating characteristic (ROC) curve (AUC) or stress–strength model in the generalized scale-exponential family of distributions. The proposed framework includes the derivation of the maximum likelihood estimator and the construction of both asymptotic and percentile boot confidence intervals.
Keywords
Subjects


Articles in Press, Accepted Manuscript
Available Online from 11 February 2025