Stress-strength reliability of Weibull distribution based on progressively censored samples
Asgharzadeh, Akbar
Valiollahi, Reza
Raqab, Mohammad Z.

Date: 2011
Abstract: Based on progressively Type-II censored samples, this paper deals with inference for the stress-strength reliability R = P(Y < X) when X and Y are two independent Weibull distributions with different scale parameters, but having the same shape parameter. The maximum likelihood estimator, and the approximate maximum likelihood estimator of R are obtained. Different confidence intervals are presented. The Bayes estimator of R and the corresponding credible interval using the Gibbs sampling technique are also proposed. Further, we consider the estimation of R when the same shape parameter is known. The results for exponential and Rayleigh distributions can be obtained as special cases with different scale parameters. Analysis of a real data set as well a Monte Carlo simulation have been presented for illustrative purposes.
Rights: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Language: Anglès
Document: Article ; recerca ; Versió publicada
Subject: Maximum likelihood estimator ; Approximate maximum likelihood estimator ; Bootstrap confidence interval ; Bayesian estimation ; Metropolis-Hasting method ; Progressive Type-II censoring
Published in: SORT : statistics and operations research transactions, Vol. 35, Núm. 2 (July-December 2011) , p. 103-124, ISSN 2013-8830

Adreça alternativa: https://raco.cat/index.php/SORT/article/view/248345


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 Record created 2012-07-24, last modified 2024-05-25



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