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Note on estimation of reliability under bivariate Pareto stress-strength model. (English) Zbl 0911.62091

Summary: We discuss the problem of estimating reliability \((R)\) of a component based on maximum likelihood estimators (MLEs). The reliability of a component is given by \(R= P[Y< X]\). Here \(X\) is a random strength of a component subjected to a random stress \((Y)\) and \((X,Y)\) follow a bivariate Pareto distribution. We obtain an asymptotic normal (AN) distribution of MLE of the reliability \((R)\).

MSC:

62N05 Reliability and life testing
62F12 Asymptotic properties of parametric estimators
Full Text: DOI

References:

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