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Bayesian and non-bayesian estimation of stress–strength model for Pareto type I distribution
Iranian Journal of Science & Technology • 2013
Publication Information
Authors
A. I. Shawky and F. H. Al-Gashgari
Keywords
Bayesian estimator; Maximum likelihood estimator (MLE); Pareto of first kind; uniformly minimum
variance unbiased estimator (UMVUE); stress-strength model
Journal
Iranian Journal of Science & Technology
Publisher
Not Available
Volume
37A3 (Special issue-Mathematics)
Issue
37A3 (Special issue-Mathematics)
Pages
335-342
publication.type
International
Paper Link
Not Available
Supplementary Materials
Not Available
Abstract
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
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