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논문 기본 정보

자료유형
학술저널
저자정보
Sara Moheb (Al-Azhar University) Amal S. Hassan (Al-Azhar University) L.S. Diab (Imam Mohammad Ibn Saud)
저널정보
한국통계학회 CSAM(Communications for Statistical Applications and Methods) CSAM(Communications for Statistical Applications and Methods) 제31권 제5호
발행연도
2024.9
수록면
497 - 519 (23page)

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초록· 키워드

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In reliability analysis, the probability P(Y <X) is significant because it denotes availability and dependability in a stress-strength model where Y and X are the stress and strength variables, respectively. In reliability theory, the inverse Lomax distribution is a well-established lifetime model, and the literature is developing inference techniques for its reliability attributes. In this article, we are interested in estimating the stress-strength reliability R = P(Y < X), where X and Y have an unknown common scale parameter and follow the inverse Lomax distribution. Using Bayesian and non-Bayesian approaches, we discuss this issue when both stress and strength are expressed in terms of lower record values. The parametric bootstrapping techniques of R are taken into consideration. The stress-strength reliability estimator is investigated using uniform and gamma priors with several loss functions. Based on the proposed loss functions, the reliability R is estimated using Bayesian analyses with Gibbs and Metropolis-Hasting samplers. Monte Carlo simulation studies and real-data-based examples are also performed to analyze the behavior of the proposed estimators. We analyze electrical insulating fluids, particularly those used in transformers, for data sets using the stress-strength model. In conclusion, as expected, the study’s results showed that the mean squared error values decreased as the record number increased. In most cases, Bayesian estimates under the precautionary loss function are more suitable in terms of simulation conclusions than other specified loss functions.

목차

Abstract
1. Introduction
2. Model description
3. Maximum likelihood estimation
4. Bootstrap procedure
5. Bayesian estimation for R
6. Markov Chain Monte Carlo
7. Numerical illustration & real data analysis
8. Conclusion
References

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