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Estimation on System Reliability in Generalized Lindley Stress-Strength Model |
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PP: 61-75 |
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doi:10.18576/jsap/030106
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Author(s) |
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Sanjay Kumar Singh,
Umesh Singh,
Vikas Kumar Sharma,
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Abstract |
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| This paper discusses the problem of the estimation of stressed system reliability under both classical and Bayesian
paradigms. It is assumed that the strength of a system and the environmental stress applied on it, follow the generalized Lindley
distribution. For Bayesian calculation, we proposed the use of MCMC technique viz Metropolis-Hastings algorithm to approximate
the posteriors of the stress-strength parameters. The behaviours of the maximum likelihood and Bayes estimators of stress-strength
parameters and reliability have been studied through the Monte Carlo simulation study. Finally, the empirical illustration based on a
real data set has been provided. |
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