Pakistan Research Repository

THE NON-LINEAR FUNCTIONS OF ORDER STATISTICS AND THEIR PROPERTIES IN SELECTED PROBABILITY MODELS

HUSSAIN , EHTESHAM (2008) THE NON-LINEAR FUNCTIONS OF ORDER STATISTICS AND THEIR PROPERTIES IN SELECTED PROBABILITY MODELS. PhD thesis, University of Karachi, Karachi.

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Abstract

In this research we study the reliability (reliability static) parameterized by stress-strength model-reliability. The stress-strength model, reliability for a components (system is given by) R=P(Y In the present study we proposed "Lindley distribution" for stress-strength model, reliability. This distribution so far has not been studied for reliability assessment. The Lindley distribution is a positively skewed distribution with scale parameter e. First some properties of Lindley distribution are reviewed and estimation problem of e is considered. Then after reliability features of single component, parallel case for identical components and series case for two identical components are considered. The maximum likelihood estimators (MLEs) are obtained for these three situations. Unfortunately the formulas of MLEs rapidly become too complicated for useful result to be deduced. Nowadays numerically intensive methods are commonly used to tackle non-standard problems such as present one. We numerically investigated the properties of estimators based on parametric bootstrap (PB) methods. The comparison between true values and estimated values is made. Estimator performances Bias, Mean Squire Error (mse) Efron percentile confidence interval and its centers are assessed. Relevant computations and simulation is done by witting programs in MATHEMATICA. Our simulation studies showed performance of estimators for different combinations of parameters and sample sizes. For all sample sizes considered in this study, center of Efron percentile confidence intervals, are closed to true values of parameters of interest. The accuracy of parametric bootstrap method increases as the sample size increase.

Item Type:Thesis (PhD)
Uncontrolled Keywords:order statistics, non-linear functions, probability models, reliability static, probabilistic model, lindley distribution, stress-strength model, maximum likelihood estimator
Subjects:Social Sciences(g) > Statistics(g20)
ID Code:2686
Deposited By:Mr. Javed Memon
Deposited On:05 Aug 2009 11:53
Last Modified:07 Oct 2009 13:39

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