ABSTRACT

This article considers the estimation of the stress–strength reliability with non-identical and also jointly censored component strengths. Both stress and strength variables are assumed to follow two-parameter Weibull distribution. In this reliability model, we assume type-II censoring scheme for common stress variable and jointly type-II censoring scheme for strength variables. Inferences for the reliability of this system are obtained with maximum likelihood estimation (MLE) and Bayesian estimation methods. In the Bayesian section, point estimations are obtained with Lindley's approximation and Markov Chain Monte Carlo method with the Metropolis-Hasting algorithm. Also, asymptotic confidence intervals for the MLEs and the highest posterior density credible intervals for Bayesian estimations are obtained. Theoretical outcomes are illustrated with simulation studies and a real data example.

摘要

本文考虑了应力-强度可靠性的估计，其具有非相同和联合删失的组件强度。假定应力和强度变量都遵循双参数威布尔分布。在这个可靠性模型中，我们假设共同应力变量采用 II 类删失方案，强度变量采用联合 II 类删失方案。使用最大似然估计 (MLE) 和贝叶斯估计方法获得对该系统可靠性的推断。在贝叶斯部分，点估计是通过林德利近似和马尔可夫链蒙特卡罗方法与 Metropolis-Hasting 算法获得的。此外，还获得了 MLE 的渐近置信区间和贝叶斯估计的最高后验密度可信区间。