Estimation of stress-strength reliability for the multivariate SGPII distribution

被引：2
|
作者：
Rezaei, Amir [1 ]
Yousefzadeh, Fatemeh [1 ]
Jomhoori, Sarah [1 ]
机构：
[1] Univ Birjand, Dept Stat, Fac Math & Stat, POB 971751615, Birjand, Iran
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2020年 / 49卷 / 16期
关键词：
Stress-strength reliability; multivariate SGPII distribution; maximum likelihood estimator; characteristic function; LESS-THAN;
D O I：
10.1080/03610926.2019.1593457
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we compute and estimate the stress-strength reliability R = P(A'X + B'Y + C > 0) when X and Y are distributed independently as multivariate skewed generalized Pearson type II (SGPII) distribution, A and B are known constant vectors and C is a known scalar. For this purpose, we obtain the characteristic function of the multivariate SGPII distribution and use it for calculating R. Also, we present the maximum likelihood estimator of R and evaluate the performance of this estimator for varying sample sizes by using a simulation study. Finally, we provide a real data analysis.
引用
收藏
页码：3860 / 3881
页数：22
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