Estimation Of Stress-Strength Reliability For Generalized Maxwell Failure Distribution Under Progressive First Failure Censoring

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION(2021)

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摘要
In this article, the estimation of the stress-strength reliability function delta = P(X > Y) for generalized Maxwell failure distribution is considered. The Maximum-likelihood and Bayesian estimators for delta based on progressive first failure censoring scheme are developed. The asymptotic confidence, bootstrap p, bootstrap t, Bayesian credible and HPD credible intervals for the stress-strength reliability are derived. A Monte Carlo simulation study is provided for comparing different estimators and various censoring schemes. Finally, a real data study is carried out which illustrate the proposed estimation methods and censoring schemes.
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关键词
Progressive first-failure-censoring, generalized Maxwell failure distribution, point estimation, stress-strength reliability, Bayesian estimator, Monte Carlo simulation
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