On the estimation of the probabilities of a double linear inequality in the case of uniform and two-parameter exponential distributions

DOI10.1007/BF02365367MaRDI QIDQ1269934zbMATH OpenFDO

Authors V. V. Ivshin

Publication date 24 November 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02365367

zbMATH Keywords

maximum likelihoodmaximum order statisticsufficient statisticunbiased estimation

Mathematics Subject Classification ID

Point estimation (62F10) Reliability and life testing (62N05)

Review text

Statistical problems of estimation of the probabilities of linear inequalities play an important role in applications, connected with the determination of the probability of failure-free operation in ``stress-strength models. We are interested in finding an estimate for the probability \({\mathbf P}(Y>X)\) in the case where the ``strength \(Y\) and the ``stress \(X\) are random variables belonging to a given family of probability distributions with unknown parameters.

Recommendations

• Unbiased estimators of \(P(X<Y)\) and their variances in the case of uniform and two-parameter exponential distributions
• scientific article; zbMATH DE number 1924501
• scientific article; zbMATH DE number 718709
• Stress-strength reliability for \(P(X_{r:n_1}<Y_{k:n_2})\) in the exponential case

Cites work

• scientific article; zbMATH DE number 41705 (Why is no real title available?)
• On the estimation of PR(X₁< Y < X₂)

Cited in

(15)

• Unbiased estimators of \(P(X<Y)\) and their variances in the case of uniform and two-parameter exponential distributions
• Estimation of \(R = \mathrm{P}[Y<X<Z]\) under progressive type-II censored data from Weibull distribution
• Nonparametric statistical inference for \(\operatorname{P}(X < Y < Z)\)
• INFERENCE FOR STRESS-STRENGTH MODELS BASED ON WEINMAN MULTIVARIATE EXPONENTIAL SAMPLES
• On estimation of probabilities of linear inequalities for multivariate \(T\)-distributions
• Reliability for lifetime distributions
• Statistical inference for multicomponent system stress-strength model with bounded strengths
• An estimation of \(\mathbb{P}(X<Y<Z)\) using repeated observations with unknown noise distribution
• Statistical inference for multi-stress-strength reliability under inverse Weibull distribution with progressive type II censoring and random removal
• Reliability analysis under extreme conditions for the Burr XII distribution utilizing upper record values
• Inference of \(\boldsymbol{P(X<Y<Z)}\) for unit exponentiated half logistic distribution with upper record ranked set samples
• The optimal multi-stress–strength reliability technique for the progressive first failure in the length-bias exponential model using Bayesian and non-Bayesian methods
• Inferences on stress-strength reliability \(R=\mathrm{ P }[Y<X<Z]\) for progressively type-II censored Weibull half logistic distribution
• On a nonparametric estimation of ℙ( X < Y < Z ) in the presence of measurement errors
• Reliability inference for dependent multicomponent stress-strength model with bounded strength based on copula

This page was built for publication: On the estimation of the probabilities of a double linear inequality in the case of uniform and two-parameter exponential distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1269934)