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Activity Number: 243
Type: Contributed
Date/Time: Monday, August 1, 2016 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistical Computing
Abstract #321226 View Presentation
Title: Inference of Stress Strength for Gompertz Model with Record Sample
Author(s): Morgan Barnes* and Yuhlong Lio and Nan Jiang
Companies: University of South Dakota and University of South Dakota and University of South Dakota
Keywords: Bootstrap-t method ; Fisher information ; percentile bootstrap method ; maximum likelihood estimation
Abstract:

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.


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

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