Estimation of P(Y < X) for Weibull Distribution Under Progressive Type-II Censoring |
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| Authors: | R. Valiollahi Mohammad Z. Raqab |
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| Affiliation: | 1. Department of Statistics , University of Semnan , Semnan , Iran;2. Department of Mathematics , University of Jordan , Amman , Jordan |
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| Abstract: | Based on progressively Type II censored samples, we consider the estimation of R = P(Y < X) when X and Y are two independent Weibull distributions with different shape parameters, but having the same scale parameter. The maximum likelihood estimator, approximate maximum likelihood estimator, and Bayes estimator of R are obtained. Based on the asymptotic distribution of R, the confidence interval of R are obtained. Two bootstrap confidence intervals are also proposed. Analysis of a real data set is given for illustrative purposes. Monte Carlo simulations are also performed to compare the different proposed methods. |
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| Keywords: | Approximate maximum likelihood estimator Bayes estimator Bootstrap confidence interval Maximum likelihood estimator Metropolis-Hasting method Progressive Type II censoring Stress-strength model |
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