Estimation of Stress-Strength Reliability for the Pareto Distribution Based on Upper Record Values

IF 1.6 Q1 STATISTICS & PROBABILITY Statistica Pub Date : 2019-03-21 DOI:10.6092/ISSN.1973-2201/8242
Rahmath Manzil Juvairiyya, P. Anilkumar
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引用次数: 6

Abstract

In this paper, the estimation of stress-strength reliability based on upper record values is considered when X and Y are independent random variables having a Pareto distribution with the same scale parameter and with different shape parameters. The maximum likelihood estimator (MLE), the approximate Bayes estimators and the exact confidence interval of the stress-strength reliability are obtained. A Monte Carlo simulation study is conducted to investigate the merits of the proposed methods. A real data analysis is presented for illustrative purpose.
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基于上记录值的Pareto分布应力-强度可靠性估计
本文考虑X和Y为具有相同尺度参数和不同形状参数的Pareto分布的独立随机变量时,基于上记录值的应力-强度可靠度估计。得到了最大似然估计量(MLE)、近似贝叶斯估计量和应力-强度可靠性的精确置信区间。通过蒙特卡罗仿真研究,验证了所提方法的优点。为了说明问题,本文给出了一个真实的数据分析。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Statistica
Statistica STATISTICS & PROBABILITY-
CiteScore
1.70
自引率
0.00%
发文量
0
审稿时长
10 weeks
期刊最新文献
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