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Interval Estimation of Stress-Strength Reliability Based on Lower Record Values from Inverse Rayleigh Distribution

机译:基于逆瑞利分布的较低记录值的应力-强度可靠性的区间估计

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摘要

We consider the estimation of stress-strength reliability based on lower record values when X and Y are independently but not identically inverse Rayleigh distributed random variables. The maximum likelihood, Bayes, and empirical Bayes estimators of R are obtained and their properties are studied. Confidence intervals, exact and approximate, as well as the Bayesian credible sets for R are obtained. A real example is presented in order to illustrate the inferences discussed in the previous sections. A simulation study is conducted to investigate and compare the performance of the intervals presented in this paper and some bootstrap intervals.
机译:当X和Y独立但不是相同的逆瑞利分布随机变量时,我们考虑基于较低的记录值估算应力强度可靠性。获得R的最大似然,贝叶斯和经验贝叶斯估计量,并研究其性质。获得R的置信区间(精确和近似)以及贝叶斯可信集。给出了一个真实的示例,以说明前面各节中讨论的推论。进行了仿真研究,以调查和比较本文介绍的间隔和一些自举间隔的性能。

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