Inference on Pr(X<Y) in the Two-Parameter Weibull Model Based on Records. (12th September 2012)

• Record Type: Journal Article
• Authors: Baklizi, Ayman
• Other Names: Lototsky S. Academic Editor.; Makis V. Academic Editor.; Montero M. Academic Editor.; Neal P. Academic Editor.
• Is Part Of: ISRN probability and statistics. Volume 2012(2012)
• Publication Date: 2012-09-12
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Electronic journals; Periodicals; 519
• DOI: 10.5402/2012/263612
• Languages: English
• ISSNs: 2090-4711

Abstract

Abstract : We consider the stress-strength reliability based on record values from the Weibull distribution. The Bayes estimator based on squared error loss and the maximum likelihood estimator are derived and their bias and mean squared error performance are studied. Likelihood-based confidence intervals as well as some bootstrap intervals are developed. We derived also the highest posterior density interval. Simulation studies are conducted to investigate and compare the performance of the estimators and intervals.