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This paper is devoted to discuss the stress-strength reliability model R = Pr(Y < X) when X and Y have an exponentiated generalized inverse Weibull distribution (EGIW) with different parameters. The problem of stress-strength reliability is studied to obtain estimates of a component reliability function of EGIW distribution. Reliability for multi-component stress-strength model for EGIW distribution is also studied. Maximum likelihood estimation for stress-strength reliability of underlying distribution is performed. Bayesian estimator of R is obtained using importance sampling technique. A simulation study to investigate and compare the performance of each method of estimation is performed. Finally analysis of a real data set has also been presented for illustrative purposes.

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