Inference of stress-strength for the Type-II generalized logistic distribution under progressively Type-II censored samples

ABSTRACT

This article studies the estimation of the reliability R = P[Y < X] when X and Y come from two independent generalized logistic distributions of Type-II with different parameters, based on progressively Type-II censored samples. When the common scale parameter is unknown, the maximum likelihood estimator and its asymptotic distribution are proposed. The asymptotic distribution is used to construct an asymptotic confidence interval of R. Bayes estimator of R and the corresponding credible interval using the Gibbs sampling technique have been proposed too. Assuming that the common scale parameter is known, the maximum likelihood estimator, uniformly minimum variance unbiased estimator, Bayes estimation, and confidence interval of R are extracted. Monte Carlo simulations are performed to compare the different proposed methods. Analysis of a real dataset is given for illustrative purposes. Finally, methods are extended for proportional hazard rate models.

KEYWORDS:

• Bayes estimation
• Credible interval
• Maximum likelihood estimator
• Monte Carlo simulations
• Progressive Type-II censoring

MATHEMATICS SUBJECT CLASSIFICATION:

• 62-07
• 62F10
• 62F25