Estimation of stress–strength reliability from inverse Rayleigh distribution

Abstract

In this paper, we attempt to estimate the stress–strength reliability when X and Y are two independent inverse Rayleigh distributions with different scale parameters. The maximum likelihood estimator (MLE) and method of moment estimator of the parameters are developed and an asymptotic confidence interval for R is obtained using MLE of parameters. Exact and bootstrap confidence intervals of R are also obtained. The performance of these intervals is compared. We illustrate the procedure with real data-sets.

Keywords:

• inverse Rayleigh distribution
• asymptotic confidence intervals
• stress–strength model
• bootstrap method
• simulation studies