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Statistical Inference of Stress‐Strength Reliability of Gompertz Distribution under Type II Censoring

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  • Z. Karimi Ezmareh
  • G. Yari

Abstract

This paper develops the problem of estimating stress‐strength reliability for Gompertz lifetime distribution. First, the maximum likelihood estimation (MLE) and exact and asymptotic confidence intervals for stress‐strength reliability are obtained. Then, Bayes estimators under informative and noninformative prior distributions are obtained by using Lindley approximation, Monte Carlo integration, and MCMC. Bayesian credible intervals are constructed under these prior distributions. Also, simulation studies are used to illustrate these inference methods. Finally, a real dataset is analyzed to show the implementation of the proposed methodologies.

Suggested Citation

  • Z. Karimi Ezmareh & G. Yari, 2022. "Statistical Inference of Stress‐Strength Reliability of Gompertz Distribution under Type II Censoring," Advances in Mathematical Physics, John Wiley & Sons, vol. 2022(1).
    • Handle: RePEc:wly:jnlamp:v:2022:y:2022:i:1:n:2129677
    DOI: 10.1155/2022/2129677
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    References listed on IDEAS

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