淡江大學機構典藏:Item 987654321/124740
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    题名: Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution
    作者: Wu, Shuo-jye
    关键词: Bootstrap confidence interval;generalized inverted exponential distribution;generalized pivotal quantity;likelihood ratio test;maximum likelihood estimation;multicomponent stress-strength model
    日期: 2023-01-12
    上传时间: 2023-11-13 12:05:29 (UTC+8)
    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.
    關聯: Stochastic Models 39(4), p.715-740
    DOI: 10.1080/15326349.2022.2162545
    显示于类别:[統計學系暨研究所] 期刊論文

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