Abstract
In this paper, we are mainly interested in estimating the reliability R=P(X>Y) in the Marshall-Olkin extended Lomax distribution, recently proposed by Ghitany et al. [Marshall-Olkin extended Lomax distribution and its application, Commun. Statist. Theory Methods 36 (2007), pp. 1855-1866]. The model arises as a proportional odds model where the covariate effect is replaced by an additional parameter. Maximum likelihood estimators of the parameters are developed and an asymptotic confidence interval for R is obtained. Extensive simulation studies are carried out to investigate the performance of these intervals. Using real data we illustrate the procedure.