ESTIMATION OF STRESS-STRENGTH RELIABILITY FOR THE PARETO DISTRIBUTION BASED ON UPPER RECORD VALUES

Rahmath Manzil Juvairiyya () and Parameshwaranpillai Anilkumar
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Rahmath Manzil Juvairiyya: Department of Statistics, Farook College
Parameshwaranpillai Anilkumar: Department of Statistics, Farook College

Statistica, 2018, vol. 78, issue 4, 397-409

Abstract: In this paper, the estimation of stress-strength reliability based on upper record values is considered when X and Y are independent random variables having a Pareto distribution with the same scale parameter and with different shape parameters. The maximum likelihood estimator (MLE), the approximate Bayes estimators and the exact confidence interval of the stress-strength reliability are obtained. A Monte Carlo simulation study is conducted to investigate the merits of the proposed methods. A real data analysis is presented for illustrative purpose.

Keywords: Stress-strength reliability; Record values; Pareto distribution; Maximum likelihood estimator; Bayes estimator (search for similar items in EconPapers)
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:78:y:2018:i:4:p:397-409

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