Bootstrap confidence interval;
Metropolis-Hastings algorithm;
Stress-strength model;
Type II hybrid censoring scheme;
BAYESIAN-INFERENCE;
PREDICTION;
D O I:
10.1108/IJQRM-05-2021-0130
中图分类号:
C93 [管理学];
学科分类号:
12 ;
1201 ;
1202 ;
120202 ;
摘要:
Purpose The study based on the estimation of the stress-strength reliability parameter plays a vital role in showing system efficiency. In this paper, considering independent strength and stress random variables distributed as inverted exponentiated Rayleigh model, the author have developed estimation procedures for the stress-strength reliability parameter R = P(X>Y) under Type II hybrid censored samples. Design/methodology/approach The maximum likelihood and Bayesian estimates of R based on Type II hybrid censored samples are evaluated. Because there is no closed form for the Bayes estimate, the author use the Metropolis-Hastings algorithm to obtain approximate Bayes estimate of the reliability parameter. Furthermore, the author construct the asymptotic confidence interval, bootstrap confidence interval and highest posterior density (HPD) credible interval for R. The Monte Carlo simulation study has been conducted to compare the performance of various proposed point and interval estimators. Finally, the validity of the stress-strength reliability model is demonstrated via a practical case. Findings The performance of various point and interval estimators is compared via the simulation study. Among all proposed estimators, Bayes estimators using MHG algorithm show minimum MSE for all considered censoring schemes. Furthermore, the real data analysis indicates that the splashing diameter decreases with the increase of MPa under different hybrid censored samples. Originality/value The frequentist and Bayesian methods are developed to estimate the associated parameters of the reliability model under the hybrid censored inverted exponentiated Rayleigh distribution. The application of the proposed stress-strength reliability model will help the reliability engineers and also other scientists to estimate the system reliability.
机构:
Imam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Riyadh 11432, Saudi Arabia
Beni Suef Univ, Fac Sci, Math & Comp Sci Dept, Bani Suwayf 62511, EgyptImam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Riyadh 11432, Saudi Arabia
Hashem, Atef F.
Alyami, Salem A.
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机构:
Imam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Riyadh 11432, Saudi ArabiaImam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Riyadh 11432, Saudi Arabia
Alyami, Salem A.
Yousef, Manal M.
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h-index: 0
机构:
New Valley Univ, Fac Sci, Dept Math, El Khargah 72511, EgyptImam Mohammad Ibn Saud Islamic Univ IMSIU, Dept Math & Stat, Riyadh 11432, Saudi Arabia