Inference on the Exponential pareto distribution based on record values

This paper considers the maximum likelihood estimation of three parameters of exponential pareto distribution based on upper records. We present the interval estimation and the joint confidence region of three parameters and reliability characteristics of interest are constructed using pivotal or generalized pivotal quantities. In addition, the result are extended to the stress-strength model involving three Exponentials pareto populations with different parameter values. Construction of confidence intervals for the stress-strength reliability is discussed under both equal shape and unequal shape scenarios. A simulation study is done for the performance of all proposed confidence intervals and regions. Finally, a numerical example is given to illustrate the proposed method.

کلیدواژه ها:

Three parameter Exponential distribution ، maximum likelihood estimation ، confidence interval ، joint confidence region ، stress-strength model ، record data