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Inference of stress-strength reliability for two-parameter of exponentiated Gumbel distribution based on lower record values

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  • Ehsan Fayyazishishavan
  • Serpil Kılıç Depren

Abstract

The two-parameter of exponentiated Gumbel distribution is an important lifetime distribution in survival analysis. This paper investigates the estimation of the parameters of this distribution by using lower records values. The maximum likelihood estimator (MLE) procedure of the parameters is considered, and the Fisher information matrix of the unknown parameters is used to construct asymptotic confidence intervals. Bayes estimator of the parameters and the corresponding credible intervals are obtained by using the Gibbs sampling technique. Two real data set is provided to illustrate the proposed methods.

Suggested Citation

  • Ehsan Fayyazishishavan & Serpil Kılıç Depren, 2021. "Inference of stress-strength reliability for two-parameter of exponentiated Gumbel distribution based on lower record values," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-12, April.
  • Handle: RePEc:plo:pone00:0249028
    DOI: 10.1371/journal.pone.0249028
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    References listed on IDEAS

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    1. I. E. Okorie & A. C. Akpanta & J. Ohakwe, 2016. "The Exponentiated Gumbel Type-2 Distribution: Properties and Application," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2016, pages 1-10, August.
    2. repec:dau:papers:123456789/1908 is not listed on IDEAS
    3. Y. L. Lio & Tzong-Ru Tsai, 2012. "Estimation of δ= P ( X > Y ) for Burr XII distribution based on the progressively first failure-censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(2), pages 309-322, April.
    4. Debasis Kundu & Rameshwar D. Gupta, 2005. "Estimation of P[Y > X] for generalized exponential distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 61(3), pages 291-308, June.
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