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논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2018.7
- 수록면
- 1,095 - 1,108 (14page)
- DOI
- 10.7465/jkdi.2018.29.4.1095
이용수
초록· 키워드
오류제보하기
This paper deals with the estimation of the stress-strength parameter R = P(Y <X) with three different methods for Rayleigh distribution. We assumed that the stress and strength variables are independent. We derive a maximum likelihood estimator of R and its an asymptotic distribution. We also compute an asymptotic confidence intervals. The bootstrap estimator and confidence intervals are also derived based on maximum likelihood estimator of R. We obtained the Bayes estimator based on inversed gamma priors on scale parameters and its most plausible set for constructing the confidence interval of R which is quiet similar to classical confidence interval unlike the highest posterior density region We compare the performances of three estimators using the mean squared error (MSE) of each estimator.
목차
Abstract
1. Introduction
2. Maximum likelihood estimation (MLE) of R
3. Bayesian method
4. Simulation study
5. Conclusions
References
참고문헌 (15)
참고문헌 신청
[학술지(정기간행물)] - Al-Mutairi, D. K. / 2013 / Inferences on stress-strength reliability from lindley distributions / Communications in Statistics 42 : 1443 ~ 1463
[학술지(정기간행물)] - Awad, A. M. / 1986 / Estimation of P(Y < X) in the burr case: A comparative study / Communications in Statistics 15 : 389 ~ 403
[학술지(정기간행물)] - Church, J. D. / 1970 / The estimation of reliability from stress-strength relationships / Technometrics 12 : 49 ~ 54
[학술지(정기간행물)] - Downton, F. / 1973 / The estimation of P(Y < X) in the normal case / Technometrics 15 : 551 ~ 558
[학술대회논문] - Efron, B. / 1982 / The jackknife, the bootstrap and other resampling plans / CBMS-NSF Regional Conference Series in Applied Mathematics 38
[학술지(정기간행물)] - Awad, A. M. / 1986 / Estimation of P(Y < X) in the burr case: A comparative study / Communications in Statistics 15 : 389 ~ 403
[학술지(정기간행물)] - Church, J. D. / 1970 / The estimation of reliability from stress-strength relationships / Technometrics 12 : 49 ~ 54
[학술지(정기간행물)] - Downton, F. / 1973 / The estimation of P(Y < X) in the normal case / Technometrics 15 : 551 ~ 558
[학술대회논문] - Efron, B. / 1982 / The jackknife, the bootstrap and other resampling plans / CBMS-NSF Regional Conference Series in Applied Mathematics 38
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UCI(KEPA) : I410-ECN-0101-2018-041-003350505