On estimation procedures of stress-strength reliability for Weibull distribution with application

PLoS One. 2020 Aug 24;15(8):e0237997. doi: 10.1371/journal.pone.0237997. eCollection 2020.

Abstract

For the first time, ten frequentist estimation methods are considered on stress-strength reliability R = P(Y < X) when X and Y are two independent Weibull distributions with the same shape parameter. The start point to estimate the parameter R is the maximum likelihood method. Other than the maximum likelihood method, a nine frequentist estimation methods are used to estimate R, namely: least square, weighted least square, percentile, maximum product of spacing, minimum spacing absolute distance, minimum spacing absolute-log distance, method of Cramér-von Mises, Anderson-Darling and Right-tail Anderson-Darling. We also consider two parametric bootstrap confidence intervals of R. We compare the efficiency of the different proposed estimators by conducting an extensive Mont Carlo simulation study. The performance and the finite sample properties of the different estimators are compared in terms of relative biases and relative mean squared errors. The Mont Carlo simulation study revels that the percentile and maximum product of spacing methods are highly competitive with the other methods for small and large sample sizes. To show the applicability and the importance of the proposed estimators, we analyze one real data set.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Confidence Intervals
  • Engineering*
  • Least-Squares Analysis
  • Materials Testing
  • Monte Carlo Method
  • Statistical Distributions*
  • Stress, Mechanical*

Grants and funding

This project was funded by the Deanship Scientic Research (DSR), King Abdulaziz University, Jeddah under grant no. (RG-14-130-41). The authors, therefore, acknowledge with thanks DSR for technical and Financial support.