Amaç & Hipotez:In this study, we tackle the problem of estimation of stress-strength reliability $R = P r(X < Y )$ based on upper record values for exponential power distribution.
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Temel Bulgular & Veri:We consider a Monte Carlo simulation study in order to compare the performances of the maximum likelihood estimators and Bayes estimators according to mean square error criteria.
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Sonuç & Katkı:Finally, a real data application is presented.
🔬Tür:Research Article
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Upper record values · maximum likelihood estimator · Bayesian estimation
Abstract
In this study, we tackle the problem of estimation of stress-strength reliability $R = P r(X < Y )$ based on upper record values for exponential power distribution. We use the maximum likelihood and Bayes methods to estimate R. The Tierney-Kadane approximation is used to compute the Bayes estimation of R since the Bayes estimator can not be obtained analytically. We also derive asymptotic confidence interval based on the asymptotic distribution of the maximum likelihood estimator of R. We consider a Monte Carlo simulation study in order to compare the performances of the maximum likelihood estimators and Bayes estimators according to mean square error criteria. Finally, a real data application is presented.
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