Journal of Advanced Statistics

Download PDF (503.7 KB) PP. 44 - 53 Pub. Date: March 1, 2017

DOI: 10.22606/jas.2017.21006

• Piyali Kundu^*
  Department of Statistics, Visva Bharati University, Santiniketan, India

This paper deals with the estimation of the reliability function R₃ = Pr(Y₃ > max(Y₁, Y₂)), when the random variables Y₁, Y₂ and Y₃ are independent exponential with respective unknown location parameters μ₁, μ ₂and μ₃. Here we have derived several estimators of R₃ which includes uniformly minimum variance unbiased estimator (UMVUE), Bayes estimator (BE) and generalized Bayes estimator(GBE). Moreover, we have compared these estimators based on their risks under different loss functions.

Stress-strength reliability, UMVUE, Bayes estimator, generalized Bayes estimator.

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