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Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time

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Listed:
  • Piyali Kundu
  • Nabakumar Jana
  • Somesh Kumar
  • Kashinath Chatterjee

Abstract

In this article, we study the problem of estimating the stress-strength reliability, where the stress and strength variables follow independent exponential distributions with a common location parameter but different scale parameters. All parameters are assumed to be unknown. We derive the MLE, the UMVUE of the reliability parameter. We also derive the Bayes estimators considering conjugate prior distributions for the scale parameters and a dependent prior for the common location parameter. Monte Carlo simulations have been carried out to compare among the proposed estimators with respect to different loss functions.

Suggested Citation

  • Piyali Kundu & Nabakumar Jana & Somesh Kumar & Kashinath Chatterjee, 2020. "Stress-strength reliability estimation for exponentially distributed system with common minimum guarantee time," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(14), pages 3375-3396, July.
    • Handle: RePEc:taf:lstaxx:v:49:y:2020:i:14:p:3375-3396
    DOI: 10.1080/03610926.2019.1586948
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