This paper discusses the problem of the estimation of stressed system reliability under both classical and Bayesian paradigms. It is assumed that the strength of a system and the environmental stress applied on it, follow the generalized Lindley distribution. For Bayesian calculation, we proposed the use of MCMC technique viz Metropolis-Hastings algorithm to approximate the posteriors of the stress-strength parameters. The behaviours of the maximum likelihood and Bayes estimators of stress-strength parameters and reliability have been studied through the Monte Carlo simulation study. Finally, the empirical illustration based on a real data set has been provided.
Digital Object Identifier (DOI)
Kumar Singh, Sanjay; Singh, Umesh; and Kumar Sharma, Vikas
"Estimation on System Reliability in Generalized Lindley Stress-Strength Model,"
Journal of Statistics Applications & Probability: Vol. 3
, Article 6.
Available at: https://dc.naturalspublishing.com/jsap/vol3/iss1/6