2025 : 4 : 9
S.M.T.K. MirMostafaee

S.M.T.K. MirMostafaee

Academic rank: Associate Professor
ORCID: https://orcid.org/0000-0003-2796-4427
Education: PhD.
ScopusId:
HIndex:
Faculty: Faculty of Mathematical Sciences
Address: Department of Statistics‎, ‎Faculty of Mathematical Sciences‎, ‎University of Mazandaran‎, P.O‎. ‎Box 47416-1467‎, ‎Babolsar, ‎Iran‎
Phone: 01135302428

Research

Title
On the estimation of the stress-strength parameter for the inverse Lindley distribution based on lower record values
Type
JournalPaper
Keywords
Bayes estimation, bootstrap confidence interval, inverse Lindley distribution, record values, stress-strength parameter
Year
2025
Journal Hacettepe Journal of Mathematics and Statistics
DOI
Researchers Bahareh Etemad Golestani ، Ehsan Ormoz ، S.M.T.K. MirMostafaee

Abstract

In this article, we consider the estimation of the stress-strength reliability parameter for the inverse Lindley distribution based on lower record values. The maximum likelihood estimator and its asymptotic distribution are obtained. An approximate classical confidence interval, as well as two bootstrap-type confidence intervals for the reliability parameter are derived. The Bayesian inference for the parameter has been considered using Tierney and Kadane’s approximation method, as well as two Monte Carlo methods, namely the Metropolis-Hastings and importance sampling techniques under both symmetric and asymmetric loss functions. Besides, the Chen and Shao shortest width credible intervals are constructed for the stress-strength parameter. A simulation study and a real data example are conducted to explore and compare the performances of the presented results.