Activity Number:
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243
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Type:
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Contributed
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Date/Time:
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Monday, August 1, 2016 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #321226
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View Presentation
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Title:
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Inference of Stress Strength for Gompertz Model with Record Sample
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Author(s):
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Morgan Barnes* and Yuhlong Lio and Nan Jiang
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Companies:
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University of South Dakota and University of South Dakota and University of South Dakota
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Keywords:
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Bootstrap-t method ;
Fisher information ;
percentile bootstrap method ;
maximum likelihood estimation
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Abstract:
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Let X and Y follow two independent Gompertz distributions. The estimators of the stress-strength parameter from X and Y are studied based on record samples. The maximum likelihood estimator of stress-strength based on record samples are established. An exact confidence interval of stress-strength is derived analytically under some conditions. The Fisher information matrix and two bootstrap methods are also used to obtain three approximate confidence intervals of stress-strength. An intensive simulation study is conducted to study the performance of the proposed method, and an example is provided for illustration.
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Authors who are presenting talks have a * after their name.