Maximum likelihood estimation and confidence intervals of system reliability for Gompertz distribution in stress-strength models
Yükleniyor...
Dosyalar
Tarih
2007
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Selcuk University Research Center of Applied Mathematics
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
A stress-strength model defines life of a component which has strength X and is subjected to stress Y. In this paper, we consider the estimation problem of R=P(Y<X) when X ~ Gompertz(c,??) and Y ~ Gompertz(c,??) are independent with c known. R can be considered to be the reliability of a system and is known to be stress-strength reliability. The maximum likelihood estimate of R is derived and various distributional properties of this estimator is discussed. Exact and asymptotic confidence intervals for R are constructed. Also a simulation study is performed to investigate the coverage probabilities of these intervals.
Açıklama
http://sjam.selcuk.edu.tr/sjam/article/view/188
Anahtar Kelimeler
Güven aralığı, Confidence interval, Maksimum olasılık tahmini, Maximum likelihood estimation, Minimum varyanslı yansız tahmin, Minimum variance unbiased estimation, Gompertz dağıtımı, Gompertz distribution, Gerilme direnci güvenilirliği, Stress-strength reliability, Kapsama olasılığı, Coverage probability
Kaynak
Selcuk Journal of Applied Mathematics
WoS Q Değeri
Scopus Q Değeri
Cilt
8
Sayı
Künye
Saraçoğlu, B., Kaya, M. F. (2007). Maximum likelihood estimation and confidence intervals of system reliability for Gompertz distribution in stress-strength models. Selcuk Journal of Applied Mathematics, 8 (2), 25-36.
