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Semi-Parametric Estimation of P X,Y (X > Y)

Author

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  • Jeevanand E. S.

    (Department of Mathematics and Statistics, Union Christian College, Aluva - 2, Kerala, India. radhajeevanand@sancharnet.in)

  • Alice P. M.

    (Department of Mathematics and Statistics, Union Christian College, Aluva - 2, Kerala, India)

  • Hitha N.

    (Department of Statistics, Mahrajas College, Ernakulam, Kerala, India)

Abstract

In the context of reliability the stress-strength model describes the life of a component which has a random strength X and is subject to a stress Y. The component fails at the instant the stress applied to it exceeds the strength and the component will work satisfactory in case of the event {(x, y) | x > y}. Thus R = P X,Y ({(x, y) | x > y}) is a measure of system reliability. In this paper, we obtain semi parametric estimators of the reliability under stress-strength model for the exponential distribution under complete and censored samples. We illustrate the performance of the estimators using a simulation study.

Suggested Citation

  • Jeevanand E. S. & Alice P. M. & Hitha N., 2008. "Semi-Parametric Estimation of P X,Y (X > Y)," Stochastics and Quality Control, De Gruyter, vol. 23(2), pages 171-180, January.
    • Handle: RePEc:bpj:ecqcon:v:23:y:2008:i:2:p:171-180:n:2
    DOI: 10.1515/EQC.2008.171
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    References listed on IDEAS

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    1. Jong-Wuu Wu, 2001. "A note on determining the number of outliers in an exponential sample by least squares procedure," Statistical Papers, Springer, vol. 42(4), pages 489-503, October.
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