Comparison of different estimators of P(Y

  • Hassan, Marwa KH. (Department of Mathematics, Faculty of Education, Ain Shams University)
  • Received : 2017.11.17
  • Accepted : 2017.12.27
  • Published : 2017.12.31

Abstract

Stress-strength reliability problems arise frequently in applied statistics and related fields. In the context of reliability, the stress-strength model describes the life of a component, which has a random strength X and is subjected to random stress Y. The component fails at the instant that the stress applied to it exceeds the strength and the component will function satisfactorily whenever X > Y. The problem of estimation the reliability parameter in a stress-strength model R = P[Y < X], when X and Y are two independent two-parameter Lindley random variables is considered in this paper. The maximum likelihood estimator (MLE) and Bayes estimator of R are obtained. Also, different confidence intervals of R are obtained. Simulation study is performed to compare the different proposed estimation methods. Example in real data is used as practical application of the proposed procedure.

Keywords

References

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