Estimation of reliability in a multicomponent stress-strength model for inverted exponentiated Rayleigh distribution under progressive censoring

Amulya Kumar Mahto () and Yogesh Mani Tripathi ()
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Amulya Kumar Mahto: Indian Institute of Technology Patna
Yogesh Mani Tripathi: Indian Institute of Technology Patna

OPSEARCH, 2020, vol. 57, issue 4, No 1, 1043-1069

Abstract: Abstract We consider estimation of the multicomponent stress-strength reliability for inverted exponentiated Rayleigh distributions under progressive Type II censoring. It is assumed that stress and strength variables follow inverted exponentiated Rayleigh distributions with a common scale parameter. Point and interval estimates of the reliability are obtained using maximum likelihood and Bayesian approaches when common parameter is unknown. Bayes estimates are derived using Lindley approximation and Markov chain Monte Carlo methods. The case of known common parameter is also considered. Then uniformly minimum variance unbiased estimator of the reliability is derived. We have also computed the exact Bayes estimates under the squared error loss function. The asymptotic and HPD intervals of the reliability are constructed under this case also. Proposed methods are compared numerically using simulations and comments are obtained. Finally, a real data set is analyzed for illustration purposes.

Keywords: Bayes estimate; HPD interval; Lindley method; Maximum likelihood estimate; Multicomponent stress-strength model; 62F10; 62F15; 62N02 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s12597-020-00448-7

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