Estimation of Stress Strength Reliability of Inverse Weibull Distribution under Progressive First Failure Censoring

Austrian Journal of Statistics

article

Hare Krishna¹  Madhulika Dube²  Renu Garg³ 

[1] Department of Statistics, Ch. Charan Singh University;Department of Statistics, M.D. University;Department of Statistics,Maharshi Dayanand University

关键词: inverse Weibull distribution;    progressive first failure censoring;    stress-strength reliability;    maximum likelihood estimation;    Bayes estimation;    MCMC technique.;   

DOI  :  10.17713/ajs.v47i4.638

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

In this article, estimation of stress-strength reliability δ = P (Y < X) based on progressivelyfirst failure censored data from two independent inverse Weibull distributionswith different shape and scale parameters is studied. Maximum likelihood estimator andasymptotic confidence interval of δ are obtained. Bayes estimator of δ under generalizedentropy loss function using non-informative and gamma informative priors is derived.Also, highest posterior density credible interval of δ is constructed. Markov Chain MonteCarlo (MCMC) technique is used for Bayes computation. The performance of variousestimation methods are compared by a Monte Carlo simulation study. Finally, a pair ofreal life data is analyzed to illustrate the proposed methods of estimation.

【 授权许可】

CC BY