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.
Title of Article :
Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models
Author/Authors :
Bi, Qixuan , Gui, Wenhao
Author/Authors - جزئيات :
