Likelihood and Bayesian Intervals in The Stress-Strength Model Using Records from the Pareto Distribution of the Second Kind

Authors

  • Ayman Baklizi Statistics Program, Department of Mathematics, Statistics and Physics, College of Arts and Science, Qatar University, 2713, Doha Qatar

Abstract

We consider likelihood and Bayesian inference in the stress-strength model using records from the Pareto distribution. Confidence intervals, including percentile intervals and intervals based on the maximum likelihood estimator are derived. Bayesian credible sets are also considered. Simulations are conducted to explore and compare the intervals in terms of their length and coverage probability.

Keywords:

confidence interval, Pareto distribution, records, stress-strength reliability

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Published

2022-12-31

How to Cite

Ayman Baklizi. (2022). Likelihood and Bayesian Intervals in The Stress-Strength Model Using Records from the Pareto Distribution of the Second Kind. Applied Mathematics and Computational Intelligence (AMCI), 11(1), 114–122. Retrieved from https://ejournal.unimap.edu.my/index.php/amci/article/view/33

Issue

Vol. 11 No. 1 (2022): December (2022)

Section

Articles