Interval estimation of stress-strength reliability parameter for exponential-inverted exponential model: Frequentist and Bayesian approaches
نویسندگان
1 Department of Statistics, Faculty of Science, Fasa University, Fasa, Iran
doi
10.22034/jsmta.2020.1785چکیده
This paper introduces the problem of interval estimation for stress strength reliability parameter P(X<Y), where random variables X and Y stand for stress and strength, respectively. In most of the research papers, the authors assumed that X and Y come from the same family of distribution. By taking into account some situations arise, in this paper we assume that X and Y follow exponential and inverted exponential distributions, respectively. Our goal is to construct a confidence interval for reliability parameter in this model by using some (approximately) exact and strong methods such as bootstrap, generalized and highest posterior distribution approaches. Also, we compare these methods by means of the expected length and coverage probability criteria. Finally, a real data set is given and we apply the above methods of estimation on it to inference about the parameter of interest.
