Comparison Various Estimation Methods for R = P (Y1 < X < Y2) Utilizing Restricted Generalized Weibull Distribution

Abstract

The stress-strength S-S method employs a variety of estimation techniques, including maximum likelihood, shrinkage and least square, to determine and estimate the reliability of a particular system R = P (Y1 < X < Y2) while the system contains a single component with strength X subject to two stresses, Y1 and Y2. With the consumption of Monte Carlo simulation and the statistical measurement Mean Squared Error (MSE), the various estimation methods have been evaluated according to the Restricted Generalized Weibull Distribution (RGWD), the stresses Y1 and Y2 and the strength X constitute independent, non-identical random variables in our S-S model.

Keywords

• restricted generalized weibull distribution
• stress–strength reliability
• maximum likelihood method
• shrunken method
• least squares method
• mean squared error