Estimation of stress-strength probability in a multicomponent model based on geometric distribution

Year 2020, Volume: 49 Issue: 4, 1515 - 1532, 06.08.2020

Milan Jovanovıć Bojana Milošević Marko Obradović

https://doi.org/10.15672/hujms.681608

Cited By: 5

Abstract

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.

Keywords

Multicomponent stress-strength, reliability, geometric distribution

Supporting Institution

Ministarstvo prosvete, nauke i tehnološkog razvoja Republike Srbije (first and second author)

Project Number

174012

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