Comparison of Some Stress-Strength Reliability Estimators

1997 ◽  
Vol 47 (3-4) ◽  
pp. 239-248 ◽  
Author(s):  
Prasanta Kumar Jana
Keyword(s):  
Exponential Distribution ◽  
Exponential Model ◽  
Bivariate Exponential Distribution ◽  
Bivariate Exponential ◽  
Set Up

This paper compares the existing estimators of stress-strength reliability under independent exponential model and also under the dependent set up when stress and strength follow Gumbel's bivariate exponential distribution.

Estimation of Reliability under Stress-Strength Model in a Bivariate Exponential Set-Up

1994 ◽  
Vol 44 (3-4) ◽  
pp. 175-182 ◽  
Author(s):  
Prasanta Kumar Jana ◽  
Dilip Roy
Keyword(s):  
Asymptotic Normality ◽  
Exponential Distribution ◽  
Exact Expression ◽  
Strength Model ◽  
Simulation Studies ◽  
Bivariate Exponential Distribution ◽  
Bivariate Exponential ◽  
Consistency And Asymptotic Normality ◽  
Set Up

The exact expression of R= P ( Y < X) is derived when the random strength ( X) and the random stress ( Y) jointly follow a bivariate exponential distribution due to Gumbel. A natural estimator ([Formula: see text]) of R is proposed for which consistency and asymptotic normality are ensured. Simulation studies are reported to examine the closeness between [Formula: see text] and R, and to compare [Formula: see text] with Tong's estimator under near independent situations.

A Bivariate Exponential Model with Covariates in Competing Risk Data

1996 ◽  
Vol 46 (3-4) ◽  
pp. 197-210 ◽  
Author(s):  
Cicilia Yuko Wada ◽  
Pranab Kumar Sen ◽  
Silvia Emiko Shimakura
Keyword(s):  
Exponential Distribution ◽  
Risk Model ◽  
Score Test ◽  
Exponential Model ◽  
Competing Risk ◽  
Test Statistic ◽  
Bivariate Exponential Distribution ◽  
Competing Risk Model ◽  
Bivariate Exponential ◽  
Causes Of Failure

Sarkar's bivariate exponential distribution is incorporated in a competing risk model with two causes of failure. In view of the nonidentifiability of the parameters of this distribution under competing risk, reparameterization is advocated and covariates are related to the reparameterized parameters through logistic and log­linear models. The restricted alternative hypothe,is is considered for the comparison of the survival distributions of the two causes of failure, the test statistic based on Roy's union­intersection principle is used and compared with the score test statistic. An application is also considered,

BLOCK AND BASU'S BIVARIATE EXPONENTIAL DISTRIBUTION WITH APPLICATION TO DROUGHT DATA

2006 ◽  
Vol 21 (1) ◽  
pp. 143-155 ◽  
Author(s):  
Saralees Nadarajah ◽  
Samuel Kotz
Keyword(s):  
Exponential Distribution ◽  
Bivariate Exponential Distribution ◽  
Bivariate Exponential ◽  
Exact Distributions ◽  
Hydrological Applications

Motivated by hydrological applications, the exact distributions ofR=X+Y,P=XY, andW=X/(X+Y) and the corresponding moment properties are derived whenXandYfollow Block and Basu's bivariate exponential distribution. An application of the results is provided to drought data from Nebraska.

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