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Estimation of reliability in a multicomponent stress–strength model based on a bivariate Kumaraswamy distribution

Author

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  • Fatih Kızılaslan

    (Selimiye)

  • Mustafa Nadar

    (Istanbul Technical University)

Abstract

In this paper, we consider a system which has k statistically independent and identically distributed strength components and each component is constructed by a pair of statistically dependent elements. These elements $$ (X_{1},Y_{1}),(X_{2},Y_{2}),\ldots ,(X_{k},Y_{k})$$ ( X 1 , Y 1 ) , ( X 2 , Y 2 ) , … , ( X k , Y k ) follow a bivariate Kumaraswamy distribution and each element is exposed to a common random stress T which follows a Kumaraswamy distribution. The system is regarded as operating only if at least s out of k $$(1\le s\le k)$$ ( 1 ≤ s ≤ k ) strength variables exceed the random stress. The multicomponent reliability of the system is given by $$R_{s,k}=P($$ R s , k = P ( at least s of the $$(Z_{1},\ldots ,Z_{k})$$ ( Z 1 , … , Z k ) exceed T) where $$Z_{i}=\min (X_{i},Y_{i})$$ Z i = min ( X i , Y i ) , $$i=1,\ldots ,k$$ i = 1 , … , k . We estimate $$ R_{s,k}$$ R s , k by using frequentist and Bayesian approaches. The Bayes estimates of $$R_{s,k}$$ R s , k have been developed by using Lindley’s approximation and the Markov Chain Monte Carlo methods due to the lack of explicit forms. The uniformly minimum variance unbiased and exact Bayes estimates of $$R_{s,k}$$ R s , k are obtained analytically when the common second shape parameter is known. The asymptotic confidence interval and the highest probability density credible interval are constructed for $$R_{s,k}$$ R s , k . The reliability estimators are compared by using the estimated risks through Monte Carlo simulations. Real data are analysed for an illustration of the findings.

Suggested Citation

  • Fatih Kızılaslan & Mustafa Nadar, 2018. "Estimation of reliability in a multicomponent stress–strength model based on a bivariate Kumaraswamy distribution," Statistical Papers, Springer, vol. 59(1), pages 307-340, March.
  • Handle: RePEc:spr:stpapr:v:59:y:2018:i:1:d:10.1007_s00362-016-0765-8
    DOI: 10.1007/s00362-016-0765-8
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    References listed on IDEAS

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    Cited by:

    1. Prashant Kumar Sonker & Mukesh Kumar & Agni Saroj, 2023. "Stress–strength reliability models on power-Muth distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(1), pages 173-195, March.
    2. Farha Sultana & Yogesh Mani Tripathi & Shuo-Jye Wu & Tanmay Sen, 2022. "Inference for Kumaraswamy Distribution Based on Type I Progressive Hybrid Censoring," Annals of Data Science, Springer, vol. 9(6), pages 1283-1307, December.
    3. M. S. Kotb & M. Z. Raqab, 2021. "Estimation of reliability for multi-component stress–strength model based on modified Weibull distribution," Statistical Papers, Springer, vol. 62(6), pages 2763-2797, December.
    4. Amulya Kumar Mahto & Yogesh Mani Tripathi, 2020. "Estimation of reliability in a multicomponent stress-strength model for inverted exponentiated Rayleigh distribution under progressive censoring," OPSEARCH, Springer;Operational Research Society of India, vol. 57(4), pages 1043-1069, December.
    5. Liang Wang & Huizhong Lin & Kambiz Ahmadi & Yuhlong Lio, 2021. "Estimation of Stress-Strength Reliability for Multicomponent System with Rayleigh Data," Energies, MDPI, vol. 14(23), pages 1-23, November.
    6. Yuhlong Lio & Tzong-Ru Tsai & Liang Wang & Ignacio Pascual Cecilio Tejada, 2022. "Inferences of the Multicomponent Stress–Strength Reliability for Burr XII Distributions," Mathematics, MDPI, vol. 10(14), pages 1-28, July.
    7. Akram Kohansal & Shirin Shoaee, 2021. "Bayesian and classical estimation of reliability in a multicomponent stress-strength model under adaptive hybrid progressive censored data," Statistical Papers, Springer, vol. 62(1), pages 309-359, February.

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