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Akbar Asgharzadeh

Akbar Asgharzadeh

Academic rank: Professor
ORCID:
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics University of Mazandaran Babolsar, IRAN
Phone: 011-54302476

Research

Title
Estimation of P r(X < Y ) for exponential power records
Type
JournalPaper
Keywords
Upper record values , maximum likelihood estimator, Bayesian estimation, asymptotic confidence interval, Tierney-Kadane approximation
Year
2023
Journal Hacettepe Journal of Mathematics and Statistics
DOI
Researchers Caner Tanis ، Buğra Saraçoğlu ، Akbar Asgharzadeh ، Mosa Abdi

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