Hacettepe Journal of Mathematics and Statistics 2651-477X 2651-477X Hacettepe University 10.15672/hujms.681608 Statistics İstatistik Estimation of stress-strength probability in a multicomponent model based on geometric distribution https://orcid.org/0000-0001-5512-0956 Jovanovıć Milan University of Belgrade https://orcid.org/0000-0001-8243-9794 Milošević Bojana University of Belgrade https://orcid.org/0000-0002-6826-3232 Obradović Marko University of Belgrade 08 06 2020 49 4 1515 1532 01 29 2020 06 14 2020 Copyright © 2002, Hacettepe Journal of Mathematics and Statistics 2002 Hacettepe Journal of Mathematics and Statistics

In this paper, the estimation of the stress-strength probability in a multicomponent model, in the case when all components follow the geometric distribution, is studied. This is the first time that multicomponent models with discrete probability distributions are considered. The MLE, UMVUE and Bayes point estimator, as well as asymptotic and bootstrap confidence intervals are presented. A simulation study is performed in order to compare the performance of various estimators. Finally, the methods are applied to real data examples from climatology and sport.

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