Bayes Estimation of the Stress-Strength Model Reliability When the Mean Strength Is Greater Than the Mean Stress

• 발행기관: 한국자료분석학회
• 저자명: Yeon-Woong Hong Duck-Joon Chang Yong-Man Kwon
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.6 No.4, 961~969쪽, 전체 9쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2004.08.30

영문 초록

Order restricted Bayes estimators for the reliability of stress-strength model when the mean strength is greater than the mean stress are obtained with respect to inverted gamma and noninformative prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the reliability are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.

목차

1. Introduction

2. Bayes Estimation of P( X < Y) under order restriction

3. Large Sample Properties

4. Simulation Comparisons

References

키워드

Stress-strength reliability Order restricted estimator Consistency Asymptotic normality