Estimation of Stress-Strength Reliability for the Pareto Distribution Based on Upper Record Values
DOI:
https://doi.org/10.6092/issn.1973-2201/8242Keywords:
Stress-strength reliability, Record values, Pareto distribution, Maximum likelihood estimator, Bayes estimatorAbstract
In this paper, the estimation of stress-strength reliability based on upper record values is considered when X and Y are independent random variables having a Pareto distribution with the same scale parameter and with different shape parameters. The maximum likelihood estimator (MLE), the approximate Bayes estimators and the exact confidence interval of the stress-strength reliability are obtained. A Monte Carlo simulation study is conducted to investigate the merits of the proposed methods. A real data analysis is presented for illustrative purpose.
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