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Bayesian and non-bayesian estimation of stress–strength model for Pareto type I distribution

Iranian Journal of Science & Technology • 2013
العودة
معلومات البحث
المؤلفون A. I. Shawky and F. H. Al-Gashgari
الكلمات المفتاحية Bayesian estimator; Maximum likelihood estimator (MLE); Pareto of first kind; uniformly minimum variance unbiased estimator (UMVUE); stress-strength model
المجلة العلمية Iranian Journal of Science & Technology
الناشر Not Available
المجلد 37A3 (Special issue-Mathematics)
العدد 37A3 (Special issue-Mathematics)
الصفحات 335-342
publication.type International
رابط البحث Not Available
المواد المرفقة Not Available
الملخص
This article examines statistical inference for R  P Y  X  where X and Y are independent but not
identically distributed Pareto of the first kind (Pareto (I)) random variables with same scale parameter but different
shape parameters. The Maximum likelihood, uniformly minimum variance unbiased and Bayes estimators with
Gamma prior are used for this purpose. Simulation studies which compare the estimators are presented. Moreover,
sensitivity of Bayes estimator to the prior parameters is considered