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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Autores principales: Abbas Pak, M.Z. Raqab, Mohammad Reza Mahmoudi, Shahab S. Band, Amir Mosavi
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Lenguaje:EN
Publicado: Elsevier 2022
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Acceso en línea:https://doaj.org/article/cba42a198b4c4ddf88252fe1c9260e7c
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spelling 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)
institution DOAJ
collection DOAJ
language EN
topic Stress-strength model
Bayesian method
Inter-record times
Records
Engineering (General). Civil engineering (General)
TA1-2040
spellingShingle 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
description 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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