文章基本信息

标题：Bayesian inference on reliability in a multicomponent stress-strength bathtub-shaped model based on record values
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作者：Abbas Pak ; Nayereh Bagheri Khoolenjani ; Manoj Kumar Rastogi 等
期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2019
卷号：15
期号：2
页码：431-444
DOI：10.18187/pjsor.v15i2.2398
出版社：College of Statistical and Actuarial Sciences
摘要：In the literature, there are a well-developed estimation techniques for the reliability assessment in multicomponent stress-strength models when the information about all the experimental units are available. However, in real applications, only observations that exceed (or fall below) the current value may be recorded. In this paper, assuming that the components of the system follow bathtub-shaped distribution, we investigate Bayesian estimation of the reliability of a multicomponent stress-strength system when the available data are reported in terms of record values. Considering squared error, linex and entropy loss functions, various Bayes estimates of the reliability are derived. Because there are not closed forms for the Bayes estimates, we will use Lindley’s method to calculate the approximate Bayes estimates. Further, for comparison purposes, the maximum likelihood estimate of the reliability parameter is obtained. Finally, simulation studies are conducted in order to evaluate the performances of the proposed procedures and analysis of real data sets is provided.
关键词：Bathtub-shaped model; Maximum likelihood technique; Bayesian viewpoint; Stress-strength model.