Stress-strength reliability of exponentiated Fréchet distributions based on Type-II censored data

ABSTRACT

In this paper, we consider inference of the stress-strength parameter, R, based on two independent Type-II censored samples from exponentiated Fréchet populations with different index parameters. The maximum likelihood and uniformly minimum variance unbiased estimators, exact and asymptotic confidence intervals and hypotheses testing for R are obtained. We conduct a Monte Carlo simulation study to evaluate the performance of these estimators and confidence intervals. Finally, two real data sets are analysed for illustrative purposes.

KEYWORDS:

• Stress-strength
• Type-II censoring
• point estimation
• confidence interval
• hypothesis testing
• Monte Carlo simulation

Acknowledgments

We would like to thank and express our deep gratitude to referees and the editor for their useful suggestions and comments, which helped us to improve the manuscript.

Disclosure statement

No potential conflict of interest was reported by the authors.

ORCID

Yichuan Zhao http://orcid.org/0000-0002-5069-1968