Point and Interval Estimation of Stress-Strength Model for Exponentiated Inverse Rayleigh distribution
Abstract
This paper deals with finding a formula for the stress-strength reliability function for complete data when the strength (X) falls between the stress (T) and the stress (Z) ; where X,T,Z are independent random variables and follow the Exponentiated Inverse Rayleigh Distribution with unknown shape parameters and common known scale parameter , and estimate this formula with the Maximum Likelihood Estimate method (MLE) and the Bayesian method using Non-informative priors and informative priors under Weighted Square Error Loss Function ( WSELF ) ,Also the interval estimation had been done for the reliability function that based on the Maximum Likelihood Estimator .Simulation study is used to determine the best estimator; the results showed that Bayesian estimation using informative priors based on Weighted Square Error Loss Function is the best estimator For the equal sizes , and Bayesian estimation using Non-informative priors based on Weighted Square Error Loss Function is the best estimator when the size of the stress sample (Z) larger than the size of (X,T) , and Maximum Likelihood Estimator is the best estimator For the rest sizes
References
- Abdulhameed B., Salman A. N., Kalaf B. A. " On the Estimation of in Cased Inverted Kumaraswamy Distribution", Iraqi Journal of Science Vol. 61, No. 4, pp. 845-853, , 2020.
- Al-Noor N. H. , Al-Ameer H. A. A. " Some Estimation Methods for the Shape Parameter and Reliability Function of Burr Type XII Distribution / Comparison Study", Mathematical Theory and Modeling, Vol.4, No.7, pp. 63-77, 2014.
- Aliyu Y. , Yahaya A. " Bayesian estimation of the shape parameter of generalized Rayleigh distribution under non-informative prior", International Journal of Advanced Statistics and Probability, 4 (1) ,pp. 1-10, 2016.
- Hassan A. , Elsayed, E. , Shalaby R. "On the Estimation of for Weibull Distribution in the Presence of k Outliers".International Journal of Engineering Research and Applications, 2013, 3.6: 1728-1734.
- Kotz S. , Lumelskii Y.,Pensky M. "The stress- strength model and its generalizations, Theory and Applications", World Scientific Publishing Co.Pte.Ltd., 2003.
- Lawless J. F. Statistical models and methods for lifetime data, (2011), John Wiley & Sons.
- Mutair, A., Karam, N. S. "Stress-Strength Reliability for P (T< X
- Nadarajah S. , Kotz , The exponentiated type distributions, Acta Applicandae Mathematicae, vol. 92, 2, pp. 97111, 2006..
- Patwray, A. N. , Sriwastav, G. L. , Hazarika, J. "Inference of R= P (X< Y
- Singh N. "On the estimation of Pr(T
- Srinivasa G., Mbwambo S., Pak A. "Estimation of multicomponent stress-strength reliability from Exponentiated inverse Rayleigh distribution", Journal of Statistics & Management Systems, DOI: 10.1080/09720510.2020.1761094, Aug 2020.