Dergiler / Hacettepe Journal of Mathematics and Statistics / 2017 / Cilt: 46 - Sayı: 4

Statistical inference of P(X < Y ) for the Burr Type XII distribution based on records

Sayfa
713–742
Yayın Tarihi
2022-10-18
DOI
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

Two real life data sets are analysed for the illustration purposes.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:In this paper, the maximum likelihood and Bayesian approaches have been used to obtain the estimates of the stress-strength reliability R = P(X < Y ) based on upper record values for the two-parameter Burr Type XII distribution.
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Temel Bulgular & Veri:A necessary and sucient condition is studied for the existence and uniqueness of the maximum likelihood estimates of the parameters.
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Sonuç & Katkı:Two real life data sets are analysed for the illustration purposes.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri

Abstract

In this paper, the maximum likelihood and Bayesian approaches have been used to obtain the estimates of the stress-strength reliability R = P(X < Y ) based on upper record values for the two-parameter Burr Type XII distribution. A necessary and sucient condition is studied for the existence and uniqueness of the maximum likelihood estimates of the parameters. When the rst shape parameter of X and Y is common and unknown, the maximum likelihood (ML) estimate and asymptotic condence interval of R are obtained. In this case, the Bayes estimate of R has been developed by using Lindley's approximation and the Markov Chain Monte Carlo (MCMC) method due to lack of explicit forms under the squared error (SE) and linear-exponential (LINEX) loss functions for informative prior. The MCMC method has been also used to construct the highest posterior density (HPD) credible interval. When the rst shape parameter of X and Y is common and known, the ML, uniformly minimum variance unbiased (UMVU) and Bayes estimates, Bayesian and HPD credible as well as exact and approximate intervals of R are obtained. The comparison of the derived estimates is carried out by using Monte Carlo simulations. Two real life data sets are analysed for the illustration purposes.

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Bu Makaleye Atıf Yap

KIZILASLAN, F., NADAR, M. (2022). Statistical inference of P(X < Y ) for the Burr Type XII distribution based on records. Hacettepe Journal of Mathematics and Statistics, Cilt: 46 - Sayı: 4, 713–742. https://ajindex.com/articles/529908

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Kaynakça (14)

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