Inference on in the Two-Parameter Weibull Model Based on Records
Author(s) -
Ayman Baklizi
Publication year - 2012
Publication title -
isrn probability and statistics
Language(s) - English
Resource type - Journals
eISSN - 2090-472X
pISSN - 2090-4711
DOI - 10.5402/2012/263612
Subject(s) - statistics , confidence interval , estimator , mean squared error , weibull distribution , mathematics , maximum likelihood , bayes' theorem , inference , reliability (semiconductor) , bayesian probability , computer science , artificial intelligence , power (physics) , physics , quantum mechanics
We consider the stress-strength reliability based on record values from the Weibull distribution. The Bayes estimator based on squared error loss and the maximum likelihood estimator are derived and their bias and mean squared error performance are studied. Likelihood-based confidence intervals as well as some bootstrap intervals are developed. We derived also the highest posterior density interval. Simulation studies are conducted to investigate and compare the performance of the estimators and intervals.
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