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Activity Number:
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153
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Type:
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Contributed
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Date/Time:
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Monday, August 7, 2006 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #306161 |
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Title:
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Inference on Reliability in Two-Parameter Exponential Stress-Strength Model
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Author(s):
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Shubhabrata Mukherjee*+ and Kalimuthu Krishnamoorthy and Huizhen Guo
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Companies:
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University of Louisiana at Lafayette and University of Louisiana at Lafayette and Xavier University
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Address:
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110 Cherry Street, Lafayette, LA, 70506-3669,
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Keywords:
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coverage probability ; generalized confidence limit ; generalized p-value ; location-scale invariance ; power distribution ; Pareto distribution
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Abstract:
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The problem of hypothesis testing and interval estimation of the reliability parameter in a stress-strength model involving two-parameter exponential distributions is considered. Test and interval estimation procedures based on the generalized variable approach are given. Statistical properties of the generalized variable approach and an asymptotic method are evaluated by Monte Carlo simulation. Simulation studies show that the proposed generalized variable approach is satisfactory for practical applications while the asymptotic approach is not satisfactory even for large samples. The results are illustrated using simulated data.
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