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IJASP International Journal of Advanced Statistics and Probability E-ISSN 2307-9045

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.

Authors and Affiliations

  • Narjes Amiri Master Student, Department of Statistics, Faculty of Sciences, Golestan University, Gorgan, Iran
  • Reza Azimi Master Student, Department of Statistics, Faculty of Sciences, Golestan University, Gorgan, Iran
  • Farhad Yaghmaei Assistance Professor, Department of Statistics, Faculty of Sciences, Golestan University, Gorgan, Iran
  • Manoochehr Babanezhad Assistance Professor, Department of Statistics, Faculty of Sciences, Golestan University, Gorgan, Iran

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