عنوان
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Estimation of P r(X < Y ) for exponential power records
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نوع پژوهش
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مقاله چاپ شده
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کلیدواژهها
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Upper record values , maximum likelihood estimator, Bayesian estimation, asymptotic confidence interval, Tierney-Kadane approximation
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چکیده
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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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پژوهشگران
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موسی عبدی (نفر چهارم)، اکبر اصغر زاده (نفر سوم)، بوگرا ساراکوگلو (نفر دوم)، کنر تانیس (نفر اول)
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