Estimation of Reliability of Stress-strength for a Kumaraswamy Distribution based on Progressively Censored Sample
The estimation of R=P(X<Y) in the case that X and Y are two independent Kumaraswamy distributed random variables with different parameters for progressively Type-II censored samples is studied. First assuming the same second shape parameters of two distributions, the maximum likelihood estimation and different confidence intervals are considered. Moreover, in case the second shape parameters of two distributions are known, MLE, UMVUE, Bayes estimation of R and confidence intervals are derived. Finally, the Maximum Likelihood and Bayes estimations of R in general case are obtained. Performance comparisons of different methods are carried out utilizing Monte Carlo simulations. Besides, the proposed approach is employed for reliability analysis on a real strength-stress dataset to demonstrate its application.