Reliability of stress–strength model for exponentiated Pareto distributions. Issue 4 (4th March 2017)

• Record Type: Journal Article
• Authors: Chen, Jinyuan; Cheng, Conghua
• Is Part Of: Journal of statistical computation and simulation. Volume 87:Issue 4(2017)
• Page Start: 791
• Page End: 805
• Publication Date: 2017-03-04
• Subjects: Stress–strength model -- exponentiated Pareto distribution -- maximum likelihoodestimation -- Bayesian estimation; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2016.1226309
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: In this paper, the reliability of a system is discussed when the strength of the system and the stress imposed on it are independent, non-identical exponentiated Pareto distributed random variables. Different point estimations and interval estimations are proposed. The point estimators obtained are maximum likelihood, uniformly minimum variance unbiased and Bayesian estimators. The interval estimations obtained are approximate, exact, bootstrap-p and bootstrap-t confidence intervals and Bayesian credible interval. Different methods and the corresponding confidence intervals are compared using Monte-carlo simulations.