Open AccessInference of stress-strength reliability for two-parameter of exponentiated Gumbel distribution based on lower record values
Author(s) -
Ehsan Fayyazishishavan,
Serpil Kılıç Depren
Publication year - 2021
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0249028
Subject(s) - gumbel distribution , mathematics , statistics , fisher information , estimator , confidence interval , bayes' theorem , inference , bayes estimator , estimation theory , reliability (semiconductor) , extreme value theory , bayesian probability , computer science , artificial intelligence , physics , power (physics) , quantum mechanics
The two-parameter of exponentiated Gumbel distribution is an important lifetime distribution in survival analysis. This paper investigates the estimation of the parameters of this distribution by using lower records values. The maximum likelihood estimator (MLE) procedure of the parameters is considered, and the Fisher information matrix of the unknown parameters is used to construct asymptotic confidence intervals. Bayes estimator of the parameters and the corresponding credible intervals are obtained by using the Gibbs sampling technique. Two real data set is provided to illustrate the proposed methods.