Comparison of Some of Estimation methods of Stress-Strength Model: R = P(Y < X < Z)
Stress-Strength Model
Inverse Rayleigh Distribution
Least Square Estimator
Maximum Likelihood Method Estimator
Moment method
Uniformly Minimum Variance Unbiased Method
Shrinkage Methods.
In this study, the stress-strength model R = P(Y < X < Z) is discussed as an important parts of reliability system by assuming that the random variables follow Invers Rayleigh Distribution. Some traditional estimation methods are used to estimate the parameters namely; Maximum Likelihood, Moment method, and Uniformly Minimum Variance Unbiased estimator and Shrinkage estimator using three types of shrinkage weight factors. As well as, Monte Carlo simulation are used to compare the estimation methods based on mean squared error criteria.
