A comparison of various estimators of reliability (Q1822184)

The estimation of reliability \(P(X>x_ 0)\) is considered in the case of (1) N(\(\mu\),1), (2) \(N(\mu,\sigma^ 2)\), (3) E(X;\(\lambda\),\(\theta)\), an exponential distribution with two parameters. Five estimators are considered: (i) MLE, (ii) MVUE, (iii) an estimator obtained from structural approach, (iv) Bayes estimator, (v) an estimator obtained from predictive approach. These estimators are compared analytically, whenever possible. In other cases simulation studies are carried out to compare these five estimators for each of these distributions. An application is provided to estimate the reliability of the connection strengths.