Digitalni repozitorijum
Univerziteta u Beogradu
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Inference on reliability of stress-strength model with peng-yan extended weibull distributions
Видовић, Зоран
Abstract: In this paper we estimate R = P{X < Y} when X and Y are independent random variables following the Peng-Yan extended Weibull distribution. We find maximum likelihood estimator of R and its asymptotic distribution. This asymptotic distribution is used to construct asymptotic confidence intervals. In the case of equal shape parameters, we derive the exact confidence intervals, too. A procedure for deriving bootstrap-p confidence intervals is presented. The UMVUE of R and the UMVUE of its variance are derived and also the Bayes point and interval estimator of R for conjugate priors are obtained. Finally, we perform a simulation study in order to compare these estimators and provide a real data example.
engleski
2021
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10.2298/FIL2106927J