A crucial note on stress-strength models: Wrong asymptotic variance in some published papers

Mohammad Mehdi Saber and Mehrdad Taghipour

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 7, 2422-2429

Abstract: The purpose of this note is to point out a problem related to stress-strength models in some published papers. This difficulty has occurred in the asymptotic variance of the maximum likelihood estimator of the stress-strength parameter. The asymptotic variance will be studied in general and then in the mentioned papers. Finally, the correct version of asymptotic variance is computed.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2022.2134731 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:53:y:2024:i:7:p:2422-2429

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2022.2134731

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().