Estimation of Stress-Strength Reliability for Quasi Lindely Distribution
The Journal of Advances in Systems Science and Applications (ASSA). • 2018
معلومات البحث
المؤلفون
M.M. Mohie El-Din, A. Sadek, Shaimaa H. Elmeghawry
الكلمات المفتاحية
Quasi Lindley distribution; Stress-strength reliability; Maximum likelihood
estimation; Asymptotic confidence interval; Bayesian estimation; Importance
sampling technique; MCMC technique via Metropolis-Hastings algorithm
المجلة العلمية
The Journal of Advances in Systems Science and Applications (ASSA).
الناشر
Not Available
المجلد
18(4)
العدد
Not Available
الصفحات
1–12
publication.type
International
رابط البحث
Not Available
المواد المرفقة
Not Available
الملخص
This paper discussed the problem of estimating of the stress-strength reliability R =
P r(Y < X). It is assumed that the strength of a system X, and the environmental stress applied
on it Y, follow the Quasi Lindley Distribution(QLD). Stress-strength reliability is studied using
the maximum likelihood, and Bayes estimations. Asymptotic confidence interval for reliability is
obtained. Bayesian estimations were proposed using two different methods: Importance Sampling
technique, and MCMC technique via Metropolis-Hastings algorithm, under symmetric loss
function (squared error) and asymmetric loss functions (linex, general entropy). The behaviors
of the maximum likelihood and Bayes estimators of stress-strength reliability have been studied
through the Monte Carlo simulation study.
P r(Y < X). It is assumed that the strength of a system X, and the environmental stress applied
on it Y, follow the Quasi Lindley Distribution(QLD). Stress-strength reliability is studied using
the maximum likelihood, and Bayes estimations. Asymptotic confidence interval for reliability is
obtained. Bayesian estimations were proposed using two different methods: Importance Sampling
technique, and MCMC technique via Metropolis-Hastings algorithm, under symmetric loss
function (squared error) and asymmetric loss functions (linex, general entropy). The behaviors
of the maximum likelihood and Bayes estimators of stress-strength reliability have been studied
through the Monte Carlo simulation study.
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