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Estimation of stress-strength reliability from exponentiated Fréchet distribution

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dc.creator Rao, G. S
dc.creator Rosaiah, K
dc.creator Babu, M. S
dc.date 2020-11-24T14:02:27Z
dc.date 2020-11-24T14:02:27Z
dc.date 2016
dc.date.accessioned 2022-10-20T13:29:47Z
dc.date.available 2022-10-20T13:29:47Z
dc.identifier Rao, G. S., Rosaiah, K., & Babu, M. S. (2016). Estimation of stress-strength reliability from exponentiated Fréchet distribution. The International Journal of Advanced Manufacturing Technology, 86(9-12), 3041-3049.
dc.identifier DOI: 10.1007/s00170-016-8404-z
dc.identifier http://hdl.handle.net/20.500.12661/2584
dc.identifier.uri http://hdl.handle.net/20.500.12661/2584
dc.description Abstract. Full text article is available at https://doi.org/10.1007/s00170-016-8404-z
dc.description In this paper, we are mainly concerned in estimating the reliability R = P(Y < X) in the exponentiated Fréchet distribution, recently proposed by Nadarajah and Kotz (2006), Acta Appl Math 92:97–111. The model arises as a generalization of the standard Fréchet distribution in the same way the exponentiated exponential distribution introduced by Gupta et al. (1998), Commun Stat Theory Methods 27:887–904. The maximum likelihood estimator and its asymptotic distribution are used to construct an asymptotic confidence interval of R. Assuming that the common scale and shape parameters are known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator of R are discussed. Different methods and the corresponding confidence intervals are compared using Monte Carlo simulation. Using real data, we illustrate the procedure.
dc.language en
dc.publisher Springer
dc.subject Stress-strength model
dc.subject Simulation studies
dc.subject Asymptotic distributions
dc.subject Bootstrap confidence intervals
dc.subject Maximum likelihood estimator
dc.subject Exponentiated fréchet distribution
dc.subject Monte carlo simulation
dc.subject UMVUE
dc.title Estimation of stress-strength reliability from exponentiated Fréchet distribution
dc.type Article


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