Classical and Bayesian Inference of Conditional Stress-Strength Model under Kumaraswamy Distribution

Comput Intell Neurosci. 2021 Jul 30:2021:1087871. doi: 10.1155/2021/1087871. eCollection 2021.

Abstract

Stress-strength models have been frequently studied in recent years. An applicable extension of these models is conditional stress-strength models. The maximum likelihood estimator of conditional stress-strength models, asymptotic distribution of this estimator, and its confidence intervals are obtained for Kumaraswamy distribution. In addition, Bayesian estimation and bootstrap method are applied to the model.

MeSH terms

  • Bayes Theorem
  • Likelihood Functions
  • Models, Statistical*