1
Master Graduate, Department of Statistics, Imam Khomeini International University, Qazvin, Iran
2
Associate Professor, Department of Statistics, Imam Khomeini International University, Qazvin, Iran
Abstract
The statistical inference of the multi-component stress-strength parameter, Rs,k, is considered in the three-parameter Weibull distribution. The problem is studied in two cases. In the first case, assuming that the stress and strength variables have com monshape and location parameters but non-common scale parameters, and all these parameters are unknown, the maximum likelihood estimation and the Bayesian estimation of the parameter Rs,k are investigated. In this case, as the Bayesian esti mation does not have a closed form, it is approximated by two methods: Lindley and MCMC. Also, asymptotic confidence intervals have been obtained. In the second case, assuming that the stress and strength variables have known common shape and location parameters but non-common and unknown scale parameters, the maximum likelihood estimation, the uniformly minimum variance unbiased estimators, the exact Bayesian estimation of the parameter Rs,k, and the asymptotic confidence interval are calculated. Finally, using Monte Carlo simulation, the performance of different estimators has been compared.
Karami, A. & Kohansal, A. (2023). Statistical Inference on Multi-Component Stress-Strength Parameter
in Three Parameter Weibull Distribution. Andishe_ye Amari, 28(1), 113-124.
MLA
Karami, A., & Kohansal, A. "Statistical Inference on Multi-Component Stress-Strength Parameter
in Three Parameter Weibull Distribution", Andishe_ye Amari, 28, 1, 2023, 113-124.
HARVARD
Karami A., Kohansal A. (2023). 'Statistical Inference on Multi-Component Stress-Strength Parameter
in Three Parameter Weibull Distribution', Andishe_ye Amari, 28(1), pp. 113-124.
CHICAGO
A. Karami & A. Kohansal, "Statistical Inference on Multi-Component Stress-Strength Parameter
in Three Parameter Weibull Distribution," Andishe_ye Amari, 28 1 (2023): 113-124,
VANCOUVER
Karami A., Kohansal A. Statistical Inference on Multi-Component Stress-Strength Parameter
in Three Parameter Weibull Distribution. Andishe_ye Amari. 2023;28(1):113-124 (In Persian).