| Popis: |
In this paper, we consider the estimation of the stress–strength parameter R = P[Y < X], when X and Y are following one-parameter Akash distributions with parameter 𝜃1 and 𝜃2 respectively. It is assumed that they are independently distributed. The maximum likelihood estimator (MLE) of R and its asymptotic distribution are obtained. Asymptotic distributions of the maximum likelihood estimator is useful for constructing confidence interval of P[Y < X]. The Bootstrap confidence interval of P[Y < X] is also computed. The illustrative part consists of the analysis of two real data sets, (i) simulated and (ii) real. |
