Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution
學年 111
學期 1
出版（發表）日期 2023-01-12
作品名稱 Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution
作品名稱（其他語言）
著者 Wu, Shuo-jye
單位
出版者
著錄名稱、卷期、頁數 Stochastic Models 39(4),　p.715-740
摘要 Reliability analysis for a multicomponent stress-strength (MSS) model is discussed in this paper. When strength and stress variables follow generalized inverted exponential distributions (GIEDs) with common scale parameters, maximum likelihood estimate of MSS reliability is established along with associated existence and uniqueness, and approximate confidence interval is also obtained in consequence. Additionally, alternative generalized estimates are proposed for MSS reliability based on constructed pivotal quantities, and associated Monte-Carlo sampling is provided for computation. Further, classical and generalized estimates are also established under unequal strength and stress parameter case. For comparison, bootstrap confidence intervals are also provided under different cases. To compare the equivalence of the strength and stress parameters, likelihood ratio testing is presented as a complement. Finally, extensive simulation studies are carried out to assess the performance of the proposed methods, and a real data example is presented for application. The numerical results indicate that the proposed generalized methods perform better than conventional likelihood results.
關鍵字 Bootstrap confidence interval;generalized inverted exponential distribution;generalized pivotal quantity;likelihood ratio test;maximum likelihood estimation;multicomponent stress-strength model
語言 en_US
ISSN
期刊性質 國外
收錄於 SCI Scopus
產學合作
通訊作者 Liang Wang
審稿制度 是
國別 USA
公開徵稿
出版型式 ,電子版,紙本
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