Inferences on Stress-Strength Reliability from Weighted Lindley Distributions

Autor:	D. K. Al-Mutairi, Debasis Kundu, M. E. Ghitany
Rok vydání:	2015
Předmět:	Statistics and Probability Dimension (vector space) Statistics Monte Carlo method Confidence distribution Statistics::Methodology Asymptotic distribution Function (mathematics) Random variable Shape parameter Confidence interval Mathematics
Zdroj:	Communications in Statistics - Theory and Methods. 44:4096-4113
ISSN:	1532-415X 0361-0926
DOI:	10.1080/03610926.2014.968729
Popis:	This article deals with the estimation of the stress-strength parameter R = P(Y < X), when X and Y are two independent weighted Lindley random variables with a common shape parameter. The MLEs can be obtained by maximizing the profile log-likelihood function in one dimension. The asymptotic distribution of the MLEs are also obtained, and they have been used to construct the asymptotic confidence interval of R. Bootstrap confidence intervals are also proposed. Monte Carlo simulations are performed to verify the effectiveness of the different estimation methods, and data analysis has been performed for illustrative purposes.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::af5593213d30c062fc617aa46a5496d9 https://doi.org/10.1080/03610926.2014.968729 Zobrazit plný text záznamu