Abstract

PAK, Abbas; KUMAR GUPTA, Arjun  and  BAGHERI KHOOLENJANI, Nayereh. On Reliability in a Multicomponent Stress-Strength Model with Power Lindley Distribution. Rev.Colomb.Estad. [online]. 2018, vol.41, n.2, pp.251-267. ISSN 0120-1751.  https://doi.org/10.15446/rce.v41n2.69621.

In this paper we study the reliability of a multicomponent stress-strength model assuming that the components follow power Lindley model. The maximum likelihood estimate of the reliability parameter and its asymptotic confidence interval are obtained. Applying the parametric Bootstrap technique, interval estimation of the reliability is presented. Also, the Bayes estimate and highest posterior density credible interval of the reliability parameter are derived using suitable priors on the parameters. Because there is no closed form for the Bayes estimate, we use the Markov Chain Monte Carlo method to obtain approximate Bayes estimate of the reliability. To evaluate the performances of different procedures, simulation studies are conducted and an example of real data sets is provided.

Keywords : Bayesian inference; Bootstrap confidence interval; Maximum likelihood estimation; Stress-strength model.

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