Volume
10
Year
2017
Page
71
Source
Algorithms
Format Published
PDF
Descriptors
maximum likelihood estimator , approximate maximum likelihood estimator , bootstrap confidence intervals , Bayes estimator , Metropolis–Hastings algorithm , inverse Weibull distribution
Abstract
In this paper, we consider the problem of estimating stress-strength reliability for
inverseWeibull lifetime models having the same shape parameters but different scale parameters.
We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical
estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator.
The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs
sampling technique, Bayesian estimator and the corresponding credible interval are obtained.
The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are
conducted to compare the proposed methods. Analysis of a real dataset is performed.
Call. No.
EA 116
IndexDate
1397/11/13
Indexer
Dashagha
Title of Article
Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models
RecordNumber
118
Issue/Number
2
Author/Authors