English

Estimating of $P(Y<X)$ in the Exponential case Based on Censored Samples

Methodology 2008-01-08 v1

Abstract

In this article, the estimation of reliability of a system is discussed p(y<x)p(y<x) when strength, XX, and stress, YY, are two independent exponential distribution with different scale parameters when the available data are type II Censored sample. Different methods for estimating the reliability are applied. The point estimators obtained are maximum likelihood estimator, uniformly minimum variance unbiased estimator, and Bayesian estimators based on conjugate and non informative prior distributions. A comparison of the estimates obtained is performed. Interval estimators of the reliability are also discussed.

Keywords

Cite

@article{arxiv.0801.0922,
  title  = {Estimating of $P(Y<X)$ in the Exponential case Based on Censored Samples},
  author = {A. M. Abd Elfattah and O. Mohamed Marwa},
  journal= {arXiv preprint arXiv:0801.0922},
  year   = {2008}
}

Comments

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)