Estimation of $$P(X>Y)$$ P ( X > Y ) for Weibull distribution based on hybrid censored samples

A. Asgharzadeh (), M. Kazemi () and D. Kundu ()
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A. Asgharzadeh: University of Mazandaran
M. Kazemi: University of Mazandaran
D. Kundu: Indian Institute of Technology

International Journal of System Assurance Engineering and Management, 2017, vol. 8, issue 1, No 45, 489-498

Abstract: Abstract A hybrid censoring scheme is mixture of Type-I and Type-II censoring schemes. Based on hybrid censored samples, this paper deals with the inference on $$R = P(X>Y)$$ R = P ( X > Y ) , when X and Y are two independent Weibull distributions with different scale parameters, but having the same shape parameter. The maximum likelihood estimator (MLE), and the approximate MLE of R are obtained. The asymptotic distribution of the MLE of R is obtained. Based on the asymptotic distribution, the confidence interval of R is constructed. Two bootstrap confidence intervals are also proposed. We consider the Bayesian estimate of R, and propose the corresponding credible interval for R. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of a real data set has also been presented for illustrative purposes.

Keywords: Approximate maximum likelihood estimator; Hybrid censoring; Maximum likelihood estimator; Stress-strength model (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s13198-015-0390-2

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