Estimating the Reliability Function

descriptionPublicationkeyboard_double_arrow_right Article 01 Sep 2015 English Publisher:SAGE PublicationsJournal:Calcutta Statistical Association Bulletin, volume 67, pages 143-161 (issn: 0008-0683, eissn: 2456-6462,

Authors: Somesh Kumar; Piyali Kundu; Kashinath Chatterjee;

doi: 10.1177/0008068320150304

Estimating the Reliability Function

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Abstract

ABSTRACT: This paper considers the problem of estimation of Rp = Pr(Y p > max( Y1, …, Yp-1)) where Y1; Y2; …, Yp are all independent random variables following one parameter exponential distributions. As an application, Rp is the stress-strength reliability of a component having strength Yp and is subjected to several independent stresses Y1; Y2; …, Yp-1. Apart from providing several estimators of Rp, the main thrust is on the derivation of uniformly minimum variance unbiased estimator (UMVUE). A simulation study is performed to compare the estimators obtained in this paper.

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Visva-Bharati University
India

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