Inferential analysis for the reliability parameter based on the three-parameter Lindley distribution |
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Authors: | Mohammad Z. Raqab D. K. Al-Mutairi |
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Affiliation: | 1. Department of Statistics and Operations Research, Kuwait University, Kuwait;2. Department of Mathematics, The University of Jordan, Amman 11942, Jordanmraqab@stat.kuniv.edu |
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Abstract: | ABSTRACTIn this article, we consider the estimation of R = P(Y < X), when Y and X are two independent three-parameter Lindley (LI) random variables. On the basis of two independent samples, the modified maximum likelihood estimator along its asymptotic behavior and conditional likelihood-based estimator are used to estimate R. We also propose sample-based estimate of R and the associated credible interval based on importance sampling procedure. A real life data set involving the times to breakdown of an insulating fluid is presented and analyzed for illustrative purposes. |
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Keywords: | Importance sampling Lindley distribution Maximum likelihood estimation Sample-based estimates. |
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