Estimation of stress-strength reliability from exponentiated Fréchet distribution

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dc.creatorRao, G. S
dc.creatorRosaiah, K
dc.creatorBabu, M. S
dc.date2020-11-24T14:02:27Z
dc.date2020-11-24T14:02:27Z
dc.date2016
dc.date.accessioned2022-10-20T13:29:47Z
dc.date.available2022-10-20T13:29:47Z
dc.descriptionAbstract. Full text article is available at https://doi.org/10.1007/s00170-016-8404-z
dc.descriptionIn 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.identifierRao, 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.identifierDOI: 10.1007/s00170-016-8404-z
dc.identifierhttp://hdl.handle.net/20.500.12661/2584
dc.identifier.urihttp://hdl.handle.net/20.500.12661/2584
dc.languageen
dc.publisherSpringer
dc.subjectStress-strength model
dc.subjectSimulation studies
dc.subjectAsymptotic distributions
dc.subjectBootstrap confidence intervals
dc.subjectMaximum likelihood estimator
dc.subjectExponentiated fréchet distribution
dc.subjectMonte carlo simulation
dc.subjectUMVUE
dc.titleEstimation of stress-strength reliability from exponentiated Fréchet distribution
dc.typeArticle

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