Maximum Likelihood Estimation of Parameters in Exponential Power Distribution with Upper Record Values

Zhi, Tianchen

doi:10.25148/etd.fidc001759

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“…Akdam et al [7] studied the estimation of R for the EP distribution under progressive type II censoring. Zhi [40] examined the MLEs of parameters based on upper records for EP distribution. Tans et al [32] suggested a new extension of EP distribution.…”

Section: Introductionmentioning

confidence: 99%

Estimation of $Pr(X<Y)$ for exponential power records

Tanış

Saraçoğlu

Asgharzadeh

et al. 2023

Hacettepe Journal of Mathematics and Statistics

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In this study, we tackle the problem of estimation of stress-strength reliability R = Pr(X < Y) based on upper record values for Exponential Power distribution. We use the maximum likelihood and Bayes methods to estimate R. The Tierney-Kadane approximation is used to compute the Bayes estimation of R since the Bayes estimator can not be obtained analytically. We also derive asymptotic confidence interval based on the asymptotic distribution of the maximum likelihood estimator of R. We consider a Monte Carlo simulation study in order to compare the performances of the maximum likelihood estimators and Bayes estimators according to mean square error criteria. Finally, a real data application is presented.

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Section: Introductionmentioning

confidence: 99%