Estimation of stress-strength reliability for the multivariate SGPII distribution

Amir Rezaei, Fatemeh Yousefzadeh and Sarah Jomhoori

Communications in Statistics - Theory and Methods, 2020, vol. 49, issue 16, 3860-3881

Abstract: In this article, we compute and estimate the stress-strength reliability R=P(A′X + B′Y + C > 0) when X and Y are distributed independently as multivariate skewed generalized Pearson type II (SGPII) distribution, A and B are known constant vectors and C is a known scalar. For this purpose, we obtain the characteristic function of the multivariate SGPII distribution and use it for calculating R. Also, we present the maximum likelihood estimator of R and evaluate the performance of this estimator for varying sample sizes by using a simulation study. Finally, we provide a real data analysis.

Date: 2020
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DOI: 10.1080/03610926.2019.1593457

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