Bayes Estimation of Reliability in the Strength-Stress Models

  • Yum, Joon-Keun (Dept. of Statistics, Dongguk University) ;
  • Kim, Jae-Joo (Dept. of Computer Science and Statistics, Seoul National University) ;
  • Cho, Sin-Sup (Dept. of Computer Science and Statistics, Seoul National University) ;
  • Park, Hong-Nai (Dept. of Computer Science and Statistics, Seoul National University)
  • Published : 1994.06.01

Abstract

We obtain the Bayes estimator(BE), the minimum variance unbiased estimator(MVUE) and maximun likelihood estimator(MLE) of the reliability when the distribution of the stress and the strength are Weibull with known shape parameters. The experiment is terminated before all of the items on the test have failed and the failed items are partially replaced. Performance of the three estimators for moderate size samples are compared through Monte Carlo simulation.

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