Journal of Quality Engineering and Management

Estimation of reliability parameter for inverted exponential generalized distribution based on type 2 incremental censorship samples

Document Type : Original Article

Authors

Akram Kohansal 1
Ramin Kazemi 2
Neda Faraji 3

1 Assistant Professor, Department of Statistics, Faculty of Basic Sciences, Imam Khomeini International University

2 Associate Professor, Department of Statistics, Faculty of Basic Sciences, Imam Khomeini International University

3 Assistant Professor, Department of Electrical Engineering, Faculty of Engineering, Imam Khomeini International University

https://doi.org/10.48313/jqem.2020.115127
Abstract
The purpose of this paper is to investigate the reliability parameter R = P (X <Y) based on samples with type 2 incremental censorship in which X and Y are independent random variables with generalized inverse exponential distribution with different shape parameters and the same scale parameter. The maximum likelihood estimator (MLE) and the nonlinear estimator with uniform uniform variance (UMVUE) of the parameter R are obtained and different confidence intervals are provided. Also, Bayesian R estimator and HPD confidence interval using Gibbs sampling method are proposed. Monte Carlo simulations have been performed to compare the performance of different methods.

Keywords

Generalized inverse exponential distribution
Bayesian estimator
Maximum likelihood estimator
Monte Carlo simulation
Increasing type 2 censorship
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Journal of Quality Engineering and Management
Volume 10, Issue 1
Spring 2020
Pages 60-74

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