On estimating a stress-strength type reliability

Abstract

This article deals with estimating an extension of the well-known stress-strength reliability in nonparametric setup. By means of Monte Carlo simulations, the proposed estimator is compared with its parametric analogs in the case of exponential distribution. The results show that the estimator could be highly effcient in many situations considered.

Keywords

• Judgment ranking,$\ell$-out-of-$k$ system,Robustness

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