Journal of Statistical Computation and Simulation, ( ISI ), Volume (85), No (3), Year (2015-1) , Pages (431-449)

Title : ( Statistical inferences for stress-strength in the proportional hazard models based on progressive Type-II censored samples )

Authors: maryam basirat , Simindokht Baratpour Bajgiran , Jafar Ahmadi ,

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Abstract

The aim of this paper is to study the estimation of the reliability R = P(X < Y ), when the available data has the form of progressively Type-II censored sample. It is supposed that X-sample and Y -sample are independent and generated from the proportional hazard rate model with different proportionality parameters which includes several lifetime distributions such as: exponential, Weibull (one parameter), Pareto, Burr type XII among others. Uniformly minimum variance unbiased estimator, maximum likelihood estimator, exact con confidence interval, asymptotic con confidence interval and Bayes estimator for the parameter of interest are derived. For proportional hazard rate model, it has been shown that the expected width of the con confidence intervals and mean squared error of maximum likelihood estimator and uniformly minimum variance unbiased estimator of R do not depend on the censoring schemes and the underlying distribution functions of X and Y . A Monte Carlo simulation study is conducted to compare the performance of the proposed estimators. Also, the use of the proposed estimators is shown in an illustrative example.

Keywords

, F-distribution, Maximum likelihood estimator, Proportional hazard rate model, Stress-strength parameter, Uniformly minimum variance unbiased estimator