Title of article :
Estimation of Reliability of Stress-strength for a Kumaraswamy Distribution based on Progressively Censored Sample
Author/Authors :
kohansal, akram imam khomeini international university - department of statistics, qazvin, iran , kazemi, ramin imam khomeini international university - department of statistics, qazvin, iran
Abstract :
The estimation of 𝑅=𝑃(𝑋 𝑌) in the case that 𝑋 and 𝑌 are two independent Kumaraswamy distributed random variables with different parameters for progressively Type-II censored samples is studied. First assuming the same second shape parameters of two distributions, the maximum likelihood estimation and different confidence intervals are considered. Moreover, in case the second shape parameters of two distributions are known, MLE, UMVUE, Bayes estimation of 𝑅 and confidence intervals are derived. Finally, the Maximum Likelihood and Bayes estimations of 𝑅 in general case are obtained. Performance comparisons of different methods are carried out utilizing Monte Carlo simulations. Besides, the proposed approach is employed for reliability analysis on a real strength-stress dataset to demonstrate its application.
Keywords :
Kumaraswamy distribution , Progressive Type , II censoring , Bayesian estimator , Confidence interval , Monte Carlo simulation , Maximum likelihood estimator.
Journal title :
Journal of Statistical Research of Iran
Journal title :
Journal of Statistical Research of Iran