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Estimation of $$P(Y > X)$$ P ( Y > X ) for the Weibull distribution

Author

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  • Saralees Nadarajah

    (University of Manchester)

  • Xiang Jia

    (National University of Defense Technology)

Abstract

The estimation of $$P(Y > X)$$ P ( Y > X ) is studied when X and Y are independent Weibull random variables taking arbitrary parameter values. Three point and three interval estimators are derived. Their performance with respect to relative biases, relative mean squared errors, coverage probabilities, and coverage lengths is assessed by simulation studies and a real data application.

Suggested Citation

  • Saralees Nadarajah & Xiang Jia, 2017. "Estimation of $$P(Y > X)$$ P ( Y > X ) for the Weibull distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 8(2), pages 1762-1774, November.
    • Handle: RePEc:spr:ijsaem:v:8:y:2017:i:2:d:10.1007_s13198-017-0666-9
    DOI: 10.1007/s13198-017-0666-9
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    References listed on IDEAS

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    1. Jia, Xiang & Wang, Dong & Jiang, Ping & Guo, Bo, 2016. "Inference on the reliability of Weibull distribution with multiply Type-I censored data," Reliability Engineering and System Safety, Elsevier, vol. 150(C), pages 171-181.
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    Cited by:

    1. Xiang Jia & Saralees Nadarajah & Bo Guo, 2020. "Inference on q-Weibull parameters," Statistical Papers, Springer, vol. 61(2), pages 575-593, April.
    2. Indrajeet Kumar & Kapil Kumar, 2022. "On estimation of $$P(V," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(1), pages 189-202, February.

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