Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time |
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Authors: | Piyali Kundu Somesh Kumar Kashinath Chatterjee |
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Institution: | 1. Department of Statistics, Visva-Bharati University, Bolpur, India;2. Department of Mathematics, Indian Institute of Technology, Kharagpur, India |
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Abstract: | AbstractIn this article, we study the problem of estimating the stress-strength reliability, where the stress and strength variables follow independent exponential distributions with a common location parameter but different scale parameters. All parameters are assumed to be unknown. We derive the MLE, the UMVUE of the reliability parameter. We also derive the Bayes estimators considering conjugate prior distributions for the scale parameters and a dependent prior for the common location parameter. Monte Carlo simulations have been carried out to compare among the proposed estimators with respect to different loss functions. |
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Keywords: | Stress-strength reliability MLE minimum variance unbiased estimator Bayes estimator |
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