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Estimation of stress–strength reliability for generalized Maxwell failure distribution under progressive first failure censoring

Shubham Saini, Ajit Chaturvedi, Renu Garg

2021Journal of Statistical Computation and Simulation32 citationsDOI

Abstract

In this article, the estimation of the stress–strength reliability function δ=P(X>Y) for generalized Maxwell failure distribution is considered. The Maximum-likelihood and Bayesian estimators for δ based on progressive first failure censoring scheme are developed. The asymptotic confidence, bootstrap p, bootstrap t, Bayesian credible and HPD credible intervals for the stress–strength reliability are derived. A Monte Carlo simulation study is provided for comparing different estimators and various censoring schemes. Finally, a real data study is carried out which illustrate the proposed estimation methods and censoring schemes.

Topics & Concepts

Censoring (clinical trials)MathematicsEstimatorStatisticsMonte Carlo methodMaximum likelihoodApplied mathematicsBayes estimatorBayesian probabilityConfidence intervalStatistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignStatistical Methods and Inference