Stress-strength reliability of exponentiated Fréchet distributions based on Type-II censored data. Issue 10 (3rd July 2019)

• Record Type: Journal Article
• Authors: Nadeb, Hossein; Torabi, Hamzeh; Zhao, Yichuan
• Is Part Of: Journal of statistical computation and simulation. Volume 89:Issue 10(2019)
• Page Start: 1863
• Page End: 1876
• Publication Date: 2019-07-03
• Subjects: Stress-strength -- Type-II censoring -- point estimation -- confidence interval -- hypothesis testing -- Monte Carlo simulation; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5028505
• DOI: 10.1080/00949655.2019.1601725
• Languages: English
• ISSNs: 0094-9655

Abstract

ABSTRACT: In this paper, we consider inference of the stress-strength parameter, R, based on two independent Type-II censored samples from exponentiated Fréchet populations with different index parameters. The maximum likelihood and uniformly minimum variance unbiased estimators, exact and asymptotic confidence intervals and hypotheses testing for R are obtained. We conduct a Monte Carlo simulation study to evaluate the performance of these estimators and confidence intervals. Finally, two real data sets are analysed for illustrative purposes.