| You are in:Home/Publications/Bayesian and non-bayesian estimation of stress–strength model for Pareto type I distribution | |
Prof. Shawky Ahmed Ibrahim Elsayed :: Publications: |
|
| Title: | Bayesian and non-bayesian estimation of stress–strength
model for Pareto type I distribution |
| Authors: | A. I. Shawky and F. H. Al-Gashgari |
| Year: | 2013 |
| Keywords: | Bayesian estimator; Maximum likelihood estimator (MLE); Pareto of first kind; uniformly minimum variance unbiased estimator (UMVUE); stress-strength model |
| Journal: | Iranian Journal of Science & Technology |
| Volume: | 37A3 (Special issue-Mathematics) |
| Issue: | 37A3 (Special issue-Mathematics) |
| Pages: | 335-342 |
| Publisher: | Not Available |
| Local/International: | International |
| Paper Link: | Not Available |
| Full paper | Not Available |
| Supplementary materials | Not Available |
| Abstract: |
This article examines statistical inference for R P Y X where X and Y are independent but not identically distributed Pareto of the first kind (Pareto (I)) random variables with same scale parameter but different shape parameters. The Maximum likelihood, uniformly minimum variance unbiased and Bayes estimators with Gamma prior are used for this purpose. Simulation studies which compare the estimators are presented. Moreover, sensitivity of Bayes estimator to the prior parameters is considered |
