Estimation of stress-strength parameter for two-parameter weibull distribution
Abstract
In this paper, we consider the estimation of R= p(y<x) when x and y are two independent random variables from two-parameter weibull distribution with different scale parameters and the same shape parameter. Assuming that the common shape parameter is known, MLE, UMVUE and Bayes estimators of R are obtained. We also derive a confidence interval and shortest confidence interval for R based on MLE of R. Monte-Carlo simulation are performed to compare the different proposed methods.
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