Estimation of stress-strength parameter for two-parameter weibull distribution

  • Authors

    • 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
    2013-04-06
    https://doi.org/10.14419/ijasp.v1i1.752
  • 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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  • Received date: 2013-03-18

    Accepted date: 2013-04-05

    Published date: 2013-04-06