Bayesian and classical estimation of stress-strength reliability for inverse Weibull lifetime models

DOI10.3390/A10020071MaRDI QIDQ1662759zbMATH OpenOpenAlexFDO

Authors Qixuan Bi, Wenhao Gui

Publication date 20 August 2018

Published in Algorithms (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/a10020071

zbMATH Keywords

approximate maximum likelihood estimatorBayes estimatorbootstrap confidence intervalsinverse Weibull distributionmaximum likelihood estimatorMetropolis-Hastings algorithm

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Reliability and life testing (62N05)

Review text

Summary: In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn't hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

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Cited in

(16)

• Classical and Bayesian estimation of reliability in a multicomponent stress-strength model based on a general class of inverse exponentiated distributions
• Reliability estimation in a multicomponent stress-strength model based on inverse Weibull distribution
• Classical and Bayesian estimation of reliability in a multicomponent stress-strength model based on the proportional reversed hazard rate mode
• Interval estimation of multicomponent stress-strength reliability based on inverse Weibull distribution
• Statistical inference of stress-strength reliability of Gompertz distribution under type II censoring
• Reliability estimation in stress-strength models: an MCMC approach
• Estimating the inverse distribution function at the boundary
• scientific article; zbMATH DE number 7508921 (Why is no real title available?)
• scientific article; zbMATH DE number 7563608 (Why is no real title available?)
• Classical and Bayesian Estimation of Reliability in Multicomponent Stress-Strength Model Based on Weibull Distribution
• The Gompertz Fréchet distribution: properties and applications
• Bayesian and classical estimation of stress-strength reliability for Weibull lifetime models
• Statistical inference for multi-stress-strength reliability under inverse Weibull distribution with progressive type II censoring and random removal
• Evaluating robust process capability indices for Weibull process in presence of outliers and their bootstrap confidence intervals
• Stress-strength reliability estimation of time-dependent consecutive k / n :F systems for inverse Weibull distribution
• A new bias reduction method for kernel extreme quantile function estimation

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