Reliability estimation in a multicomponent stress–strength model under generalized half-normal distribution based on progressive type-II censoring

K Ahmadi, S Ghafouri - Journal of Statistical Computation and …, 2019 - Taylor & Francis
Journal of Statistical Computation and Simulation, 2019Taylor & Francis
In this paper, based on progressively Type-II censored samples, the problem of estimation of
multicomponent stress–strength reliability under generalized half-normal (GHN) distribution
is considered. The reliability of a k-component stress-strength system is estimated when
both stress and strength variates are assumed to have a GHN distribution with various cases
of same and different shape and scale parameters. Different methods such as the maximum
likelihood estimates (MLEs) and Bayes estimation are discussed. The expectation …
Abstract
In this paper, based on progressively Type-II censored samples, the problem of estimation of multicomponent stress–strength reliability under generalized half-normal (GHN) distribution is considered. The reliability of a k-component stress-strength system is estimated when both stress and strength variates are assumed to have a GHN distribution with various cases of same and different shape and scale parameters. Different methods such as the maximum likelihood estimates (MLEs) and Bayes estimation are discussed.  The expectation maximization algorithm and approximate maximum likelihood methods are proposed to compute the MLE of reliability. The Lindley's approximation method, as well as Metropolis–Hastings algorithm, are applied to compute Bayes estimates. The performance of the proposed procedures is also demonstrated via a Monte Carlo simulation study and an illustrative example.
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