BAYESIAN AND NON-BAYESIAN ESTIMATION OF STRESS–STRENGTH MODEL FOR PARETO TYPE I DISTRIBUTION

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SHAWKY A.I.; AL GASHGARI F.H.

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Paper Information

Journal: IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE Year:2013 | Volume:37 | Issue:A3 (SPECIAL ISSUE-MATHEMATICS) Page(s): 335-342

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Information Journal Paper

Title

BAYESIAN AND NON-BAYESIAN ESTIMATION OF STRESS–STRENGTH MODEL FOR PARETO TYPE I DISTRIBUTION

Author(s)

SHAWKY A.I. | AL GASHGARI F.H. | Issue Writer Certificate

Keywords

BAYESIAN ESTIMATOR

MAXIMUM LIKELIHOOD ESTIMATOR (MLE)

PARETO OF FIRST KIND

UNIFORMLY MINIMUM VARIANCE UNBIASED ESTIMATOR (UMVUE)

STRESS-STRENGTH MODEL

Abstract

This article examines statistical inference for R= P(Y<X) where X and Y are independent but not identically distributed Pareto of the first kind (Pareto (I)) random variables with same scale parameter but different shape parameters. The Maximum likelihood, uniformly minimum variance unbiased and Bayes estimators with Gamma prior are used for this purpose. Simulation studies which compare the estimators are presented. Moreover, sensitivity of Bayes estimator to the prior parameters is considered.

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APA: Copy

SHAWKY, A.I., & AL GASHGARI, F.H.. (2013). BAYESIAN AND NON-BAYESIAN ESTIMATION OF STRESS–STRENGTH MODEL FOR PARETO TYPE I DISTRIBUTION. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, 37(A3 (SPECIAL ISSUE-MATHEMATICS)), 335-342. SID. https://sid.ir/paper/618025/en

Vancouver: Copy

SHAWKY A.I., AL GASHGARI F.H.. BAYESIAN AND NON-BAYESIAN ESTIMATION OF STRESS–STRENGTH MODEL FOR PARETO TYPE I DISTRIBUTION. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE[Internet]. 2013;37(A3 (SPECIAL ISSUE-MATHEMATICS)):335-342. Available from: https://sid.ir/paper/618025/en

IEEE: Copy

A.I. SHAWKY, and F.H. AL GASHGARI, “BAYESIAN AND NON-BAYESIAN ESTIMATION OF STRESS–STRENGTH MODEL FOR PARETO TYPE I DISTRIBUTION,” IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, vol. 37, no. A3 (SPECIAL ISSUE-MATHEMATICS), pp. 335–342, 2013, [Online]. Available: https://sid.ir/paper/618025/en

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