Comparison of Interval Estimators of Pr(X < Y) in the Two-parameter Exponential Distribution

We consider confidence intervals for the stress-strength reliability Pr(X< Y) in the two-parameter exponential distribution. We have derived the Bayesian highest posterior density interval using non-informative prior distributions. We have compared its performance with the intervals based on the...

Full description

Saved in:
Bibliographic Details
Published inCommunications in statistics. Simulation and computation Vol. 45; no. 8; pp. 2937 - 2946
Main Author Baklizi, Ayman
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 13.09.2016
Taylor & Francis Ltd
Subjects
Bayesian analysis
Bayesian inference
Computer simulation
Confidence intervals
Estimators
Generalized pivot variables
Intervals
Mathematics Subject Classification
Pivots
Probability distribution functions
Samples
Stress-strength reliability
Two-parameter exponential distribution
Online AccessGet full text
ISSN0361-0918
1532-4141
DOI10.1080/03610918.2014.936465

Cover

More Information
Summary:We consider confidence intervals for the stress-strength reliability Pr(X< Y) in the two-parameter exponential distribution. We have derived the Bayesian highest posterior density interval using non-informative prior distributions. We have compared its performance with the intervals based on the generalized pivot variable intervals in terms of their coverage probabilities and expected lengths. Our simulation study shows that the Bayesian interval performs better according to the criteria used, especially when the sample sizes are very small. An example is given.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ObjectType-Article-1
ObjectType-Feature-2
content type line 23
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2014.936465