On the estimation of the stress-strength parameter for the inverse Lindley distribution based on lower record values

Bahareh Etemad Golestani; Ehsan Ormoz; S.m.t.k. Mirmostafaee

Makale detayları

On the estimation of the stress-strength parameter for the inverse Lindley distribution based on lower record values

Yazarlar:

Bahareh Etemad Golestani | Ehsan Ormoz | S.m.t.k. Mirmostafaee

Yayıncı:

Hacettepe University

Ana Başlıklar:

Statistical Theory

Dergi:

Hacettepe Journal of Mathematics and Statistics Vol.54 Issue 1, pp.291-318

Belge Tipi:

Makale

Yayın Tarihi:

2/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001341757

pISSN:

2651-477X

Anahtar kelimeler:

Özet:

 In this article, we consider the estimation of the stress-strength reliability parameter for the inverse Lindley distribution based on lower record values. The maximum likelihood estimator and its asymptotic distribution are obtained. An approximate classical confidence interval, as well as two bootstrap-type confidence intervals for the reliability parameter are derived. The Bayesian inference for the parameter has been considered using Tierney and Kadanes approximation method, as well as two Monte Carlo methods, namely the Metropolis-Hastings and importance sampling techniques under both symmetric and asymmetric loss functions. Besides, the Chen and Shao shortest width credible intervals are constructed for the stress-strength parameter. A simulation study and a real data example are conducted to explore and compare the performances of the presented results.

 In this article, we consider the estimation of the stress-strength reliability parameter for the inverse Lindley distribution based on lower record values. The maximum likelihood estimator and its asymptotic distribution are obtained. An approximate classical confidence interval, as well as two bootstrap-type confidence intervals for the reliability parameter are derived. The Bayesian inference for the parameter has been considered using Tierney and Kadanes approximation method, as well as two Monte Carlo methods, namely the Metropolis-Hastings and importance sampling techniques under both symmetric and asymmetric loss functions. Besides, the Chen and Shao shortest width credible intervals are constructed for the stress-strength parameter. A simulation study and a real data example are conducted to explore and compare the performances of the presented results.

 In this article, we consider the estimation of the stress-strength reliability parameter for the inverse Lindley distribution based on lower record values. The maximum likelihood estimator and its asymptotic distribution are obtained. An approximate classical confidence interval, as well as two bootstrap-type confidence intervals for the reliability parameter are derived. The Bayesian inference for the parameter has been considered using Tierney and Kadanes approximation method, as well as two Monte Carlo methods, namely the Metropolis-Hastings and importance sampling techniques under both symmetric and asymmetric loss functions. Besides, the Chen and Shao shortest width credible intervals are constructed for the stress-strength parameter. A simulation study and a real data example are conducted to explore and compare the performances of the presented results.

 In this article, we consider the estimation of the stress-strength reliability parameter for the inverse Lindley distribution based on lower record values. The maximum likelihood estimator and its asymptotic distribution are obtained. An approximate classical confidence interval, as well as two bootstrap-type confidence intervals for the reliability parameter are derived. The Bayesian inference for the parameter has been considered using Tierney and Kadanes approximation method, as well as two Monte Carlo methods, namely the Metropolis-Hastings and importance sampling techniques under both symmetric and asymmetric loss functions. Besides, the Chen and Shao shortest width credible intervals are constructed for the stress-strength parameter. A simulation study and a real data example are conducted to explore and compare the performances of the presented results.

Makale detayları

On the estimation of the stress-strength parameter for the inverse Lindley distribution based on lower record values

Yazarlar:

Bahareh Etemad Golestani | Ehsan Ormoz | S.m.t.k. Mirmostafaee

Yayıncı:

Hacettepe University

Ana Başlıklar:

Statistical Theory

Dergi:

Hacettepe Journal of Mathematics and Statistics Vol.54 Issue 1, pp.291-318

Belge Tipi:

Makale

Yayın Tarihi:

2/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001341757

pISSN:

2651-477X

Bayes estimation

bootstrap confidence interval

inverse Lindley distribution

record values

stress-strength parameter

Sayı

Makale detayları

On the estimation of the stress-strength parameter for the inverse Lindley distribution based on lower record values

Yazarlar: Bahareh Etemad Golestani | Ehsan Ormoz | S.m.t.k. Mirmostafaee

Yayıncı: Hacettepe University

Ana Başlıklar: Statistical Theory

Dergi: Hacettepe Journal of Mathematics and Statistics Vol.54 Issue 1, pp.291-318

Belge Tipi: Makale

Yayın Tarihi: 2/2025

Belge Dili: İngilizce

Document ID (Org No.): 2001341757

pISSN: 2651-477X

Bayes estimation

bootstrap confidence interval

inverse Lindley distribution

record values

stress-strength parameter

Sayı

Yazarlar:

Bahareh Etemad Golestani | Ehsan Ormoz | S.m.t.k. Mirmostafaee

Yayıncı:

Hacettepe University

Ana Başlıklar:

Statistical Theory

Dergi:

Hacettepe Journal of Mathematics and Statistics Vol.54 Issue 1, pp.291-318

Belge Tipi:

Makale

Yayın Tarihi:

2/2025

Belge Dili:

İngilizce

Document ID (Org No.):

2001341757

pISSN:

2651-477X