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Activity Number: 173
Type: Topic Contributed
Date/Time: Monday, August 10, 2015 : 10:30 AM to 12:20 PM
Sponsor: Section on Risk Analysis
Abstract #315806
Title: The Stress Strength Model for Moran-Downton's Downton's Bivariate Exponential Distribution
Author(s): Yu-Jau Lin* and Yuhlong Lio and Hon Keung Tony Ng
Companies: Chung Yuan Christian University and University of South Dakota and Southern Methodist University
Keywords: MLE ; Monte Carlo method ; order statistics ; type II censoring

The estimation of the probability $\delta=P(X< Y)$ has been an important issue in the stress strength model. In the literature, X and Y are typically assumed independent. We consider possibly positively correlated Type II censored or unrestricted samples come from Moran-Downton's bivariate exponential (DBVE) distribution. The maximum likelihood estimators (MLE) of DBVE parameters are firstly calculated. Then the MLE of $\delta $ can thus be obtained by the invariant principle. Monte Carlo simulations are performed to approximate the confidence interval of $\delta $.

An extensive simulation study is conducted to investigate the performance of the developed method. Finally, our proposed approach is applied to bivariate data sets for illustration.

Authors who are presenting talks have a * after their name.

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