
KCI등재
학술저널
Bayes Estimation of the Stress-Strength Model Reliability When the Mean Strength Is Greater Than the Mean Stress
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.6 No.4
- : KCI등재
- 2004.08
- 961 - 969 (9 pages)
Order restricted Bayes estimators for the reliability of stress-strength model when the mean strength is greater than the mean stress are obtained with respect to inverted gamma and noninformative prior distributions, and their asymptotic properties are established. It is shown that the maximum likelihood estimator, restricted maximum likelihood estimator, unrestricted Bayes estimator, and restricted Bayes estimator of the reliability are all consistent and have the same limiting distribution. These estimators are compared with the corresponding unrestricted Bayes estimators by Monte Carlo simulation.
1. Introduction
2. Bayes Estimation of P( X < Y) under order restriction
3. Large Sample Properties
4. Simulation Comparisons
References