Inference on Pr(X > Y) Based on Record Values from the Burr Type X Distribution

Year 2016, Volume: 45 Issue: 1, 267 - 278, 01.02.2016

Bahman Tarvirdizade , Hossein Kazemzadeh Gharehchobogh Hossein Kazemzadeh Gharehchobogh

https://izlik.org/JA49ZT69BJ

Abstract

Our interest is in estimating the stress-strength reliability Pr(X > Y )
based on lower record values when X and Y are two independent but
not identically distributed Burr type X random variables. The maximum likelihood estimator, Bayes and empirical Bayes estimators using
Lindleys approximations, are obtained and their properties are studied. The exact confidence interval, as well as the Bayesian credible sets
are obtained. Two examples are presented in order to illustrate the
inferences discussed in the previous sections. A Monte Carlo simulation study is conducted to investigate and compare the performance of
different types of estimators presented in this paper and to compare
them with some bootstrap intervals.

Keywords

Likelihood estimation , Bayesian estimation , Burr type X distribution , Record values , Stress-strength reliability , Lindley approximation

References

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