Statistical inference of reliability of Generalized Rayleigh distribution under progressively type-II censoring

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:361

Article

Zhang, Zheng¹  Gui, Wenhao¹ 

[1] Beijing Jiaotong Univ, Dept Math, Beijing 100044, Peoples R China

关键词: Generalized Rayleigh distribution;    Progressive type-II censoring;    Maximum likelihood estimation;    Bootstrap;    Bayes estimation;    Monte Carlo simulation;   

DOI  :  10.1016/j.cam.2019.04.031

来源: Elsevier

【 摘 要 】

Generalized Rayleigh distribution is an important continuous life distribution, which plays a key role in reliability engineering research. In this paper, the statistical inference of reliability of Generalized Rayleigh distribution is studied based on the progressively type-II censored data. First we obtain the estimates through maximum likelihood estimation. And by using Bootstrap methods (Boot-p and Boot-t), we estimate the confidence intervals of parameters and reliability. In addition, based on the square error loss function, the Bayes estimation of the reliability function is carried out by adopting the Gibbs sampling method, and the point estimation, the highest posterior density (HPD) confidence interval estimation are carried out respectively. A numerical simulation and an authentic example are used to illustrate the proposed inference methods. Finally, the approximate estimation of stress-strength reliability is further studied. (C) 2019 Elsevier B.V. All rights reserved.

【 授权许可】

Free