On Estimation of R = P(Y < X) for Exponential Distribution Under Progressive Type-ii Censoring
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Dosyalar
Tarih
2012
Yazarlar
Dergi Başlığı
Dergi ISSN
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Yayıncı
Taylor & Francis Ltd
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
This paper deals with the estimation of the stress-strength parameter R = P(Y < X), when X and Y are independent exponential random variables, and the data obtained from both distributions are progressively type-II censored. The uniformly minimum variance unbiased estimator and the maximum-likelihood estimator (MLE) are obtained for the stress-strength parameter. Based on the exact distribution of the MLE of R, an exact confidence interval of R has been obtained. Bayes estimate of R and the associated credible interval are also obtained under the assumption of independent inverse gamma priors. An extensive computer simulation is used to compare the performances of the proposed estimators. One data analysis has been performed for illustrative purpose.
Açıklama
Anahtar Kelimeler
maximum-likelihood estimator, uniformly minimum variance unbiased estimator, confidence intervals, Bayes estimator, prior distribution, posterior analysis, credible intervals
Kaynak
Journal of Statistical Computation and Simulation
WoS Q Değeri
Q3
Scopus Q Değeri
Q2
Cilt
82
Sayı
5
Künye
Saraçoğlu, B., Kınacı, İ., Kundu, D., (2012), On Estimation of R = P(Y < X) for Exponential Distribution Under Progressive Type-ii Censoring. Journal of Statistical Computation and Simulation, 82(5), 729-744.
http://dx.doi.org/10.1080/00949655.2010.551772
