Inference on Pr(X > Y) Based on Record Values from the Burr Type X Distribution

Authors : Bahman TARVİRDİZADE, Hossein Kazemzadeh Gharehchobogh HOSSEİN KAZEMZADEH GHAREHCHOBOGH

Pages : 267-278

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Publication Date : 2016-02-01

Article Type : Research Paper

Abstract :Our interest is in estimating the stress-strength reliability Prinsert ignore into journalissuearticles values(X > Y ); based on lower record values when X and Y are two independent but not identically distributed Burr type X random variables. The maximum likelihood estimator, Bayes and empirical Bayes estimators using Lindleys approximations, are obtained and their properties are studied. The exact confidence interval, as well as the Bayesian credible sets are obtained. Two examples are presented in order to illustrate the inferences discussed in the previous sections. A Monte Carlo simulation study is conducted to investigate and compare the performance of different types of estimators presented in this paper and to compare them with some bootstrap intervals.
Keywords : Likelihood estimation, Bayesian estimation, Burr type X distribution, Record values, Stress strength reliability, Lindley approximation