Journal
Published Online: 14 February 2018
Volume 46, Issue 5
Estimation of the Stress Strength Parameter for the Generalized Exponential-Poisson Distribution
CODEN: JTEVAB
Abstract
We propose inference of the stress strength parameter, R=P(Y<X), when X and Y are independent generalized exponential-Poisson random variables. The problem of classical and Bayesian estimation of R is discussed. The Metropolis-Hastings algorithm is used to approximate the posteriors of R. Bayesian informative priors are considered under symmetric and asymmetric loss functions. Asymptotic confidence intervals for R are proposed. Monte Carlo simulations are performed to compare the proposed methods. At the end, a real dataset is analyzed for illustrative purposes.
Author Information
Nadarajah, S.
School of Mathematics, University of Manchester, United Kingdom
Bagheri, S. F.
Department of Statistics, Islamic Azad University, Tehran, Iran
Alizadeh, M.
Branch of Mazandaran, Statistical Center of Iran, Tehran, Iran
Samani, E. Bahrami
Department of Statistics, Shahid Beheshti University, Tehran, Iran
Pages: 19
Price: $25.00
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Details
Stock #: JTE20160650
ISSN: 0090-3973
DOI: 10.1520/JTE20160650