Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times
A considerable body of literature has been recently devoted to the inference problem of the reliability parameter R=P(X>Y) based on record data. In this article, we consider the records as well as the corresponding inter-record times to develop inference procedures for R assuming X and Y come fro...
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oai:doaj.org-article:cba42a198b4c4ddf88252fe1c9260e7c2021-11-30T04:13:50ZEstimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times1110-016810.1016/j.aej.2021.07.025https://doaj.org/article/cba42a198b4c4ddf88252fe1c9260e7c2022-03-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S1110016821004932https://doaj.org/toc/1110-0168A considerable body of literature has been recently devoted to the inference problem of the reliability parameter R=P(X>Y) based on record data. In this article, we consider the records as well as the corresponding inter-record times to develop inference procedures for R assuming X and Y come from Weibull distribution. The maximum likelihood estimator of R and its corresponding confidence interval are determined. Bayesian analyses involving Tierney and Kadane’s approximation and Metropolis-Hasting samplers are used to estimate R based on LINEX and square error loss functions. In addition, the estimation problem of R is discussed in the models with known shape parameters. To compare all methods developed here, numerical simulation is carried out. Finally, different real data sets are analyzed.Abbas PakM.Z. RaqabMohammad Reza MahmoudiShahab S. BandAmir MosaviElsevierarticleStress-strength modelBayesian methodInter-record timesRecordsEngineering (General). Civil engineering (General)TA1-2040ENAlexandria Engineering Journal, Vol 61, Iss 3, Pp 2130-2144 (2022) |
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Stress-strength model Bayesian method Inter-record times Records Engineering (General). Civil engineering (General) TA1-2040 |
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Stress-strength model Bayesian method Inter-record times Records Engineering (General). Civil engineering (General) TA1-2040 Abbas Pak M.Z. Raqab Mohammad Reza Mahmoudi Shahab S. Band Amir Mosavi Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
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A considerable body of literature has been recently devoted to the inference problem of the reliability parameter R=P(X>Y) based on record data. In this article, we consider the records as well as the corresponding inter-record times to develop inference procedures for R assuming X and Y come from Weibull distribution. The maximum likelihood estimator of R and its corresponding confidence interval are determined. Bayesian analyses involving Tierney and Kadane’s approximation and Metropolis-Hasting samplers are used to estimate R based on LINEX and square error loss functions. In addition, the estimation problem of R is discussed in the models with known shape parameters. To compare all methods developed here, numerical simulation is carried out. Finally, different real data sets are analyzed. |
format |
article |
author |
Abbas Pak M.Z. Raqab Mohammad Reza Mahmoudi Shahab S. Band Amir Mosavi |
author_facet |
Abbas Pak M.Z. Raqab Mohammad Reza Mahmoudi Shahab S. Band Amir Mosavi |
author_sort |
Abbas Pak |
title |
Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
title_short |
Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
title_full |
Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
title_fullStr |
Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
title_full_unstemmed |
Estimation of stress-strength reliability R=P(X>Y) based on Weibull record data in the presence of inter-record times |
title_sort |
estimation of stress-strength reliability r=p(x>y) based on weibull record data in the presence of inter-record times |
publisher |
Elsevier |
publishDate |
2022 |
url |
https://doaj.org/article/cba42a198b4c4ddf88252fe1c9260e7c |
work_keys_str_mv |
AT abbaspak estimationofstressstrengthreliabilityrpxybasedonweibullrecorddatainthepresenceofinterrecordtimes AT mzraqab estimationofstressstrengthreliabilityrpxybasedonweibullrecorddatainthepresenceofinterrecordtimes AT mohammadrezamahmoudi estimationofstressstrengthreliabilityrpxybasedonweibullrecorddatainthepresenceofinterrecordtimes AT shahabsband estimationofstressstrengthreliabilityrpxybasedonweibullrecorddatainthepresenceofinterrecordtimes AT amirmosavi estimationofstressstrengthreliabilityrpxybasedonweibullrecorddatainthepresenceofinterrecordtimes |
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1718406890057105408 |