Generalized Inference on Stress-Strength Reliability in Generalized Pareto Model

  • Sanju Scaria Department of Statistics, St Thomas College Palai, Kottayam, Kerala, India
  • Seemon Thomas Department of Statistics, St Thomas College Palai, Kottayam, Kerala, India
  • Sibil Jose Department of Statistics, St. George’s College Aruvithura, Kottayam, Kerala, India
Keywords: Generalized Pareto model, stress-strength reliability, generalized pivotal quantity, percentile bootstrap, coverage probability

Abstract

The article focuses on the inference of stress-strength reliability in generalized Pareto model using the generalized variable approach and bootstrap percentile method. Simulation studies are conducted to obtain expected lengths and coverage probabilities of confidence intervals constructed using the generalized variable and the bootstrap percentile methods. An example consisting of real stress-strength data is also presented for illustrative purposes.

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Author Biographies

Sanju Scaria, Department of Statistics, St Thomas College Palai, Kottayam, Kerala, India

Sanju Scaria is a research scholar in Statistics at St. Thomas College Palai an affiliated college of Mahatma Gandhi University, Kottayam, Kerala, India.

Seemon Thomas, Department of Statistics, St Thomas College Palai, Kottayam, Kerala, India

Seemon Thomas is the principal of St.Dominic’s College, Kanjirapally, India since 20th January 2021.Before assuming the charge of Principal, he was an Associate Professor in the department of Statistics at St. Thomas College, Palai. He published twenty research articles and a textbook named ‘Basic Statistics’. He is a research supervisor and three of his research students received Ph.D. from Mahatma Gandhi University, Kottayam. He has research collaborations with reputed statisticians like Prof. A.M. Mathai (Mc Gill University, Canada) and Prof. Thomas Mathew (Maryland University, U.S.A.).

Sibil Jose, Department of Statistics, St. George’s College Aruvithura, Kottayam, Kerala, India

Sibil Jose is working as an Assistant Professor in the Department of Statistics, St. George’s College Aruvithura, Kerala. She received PhD in Statistics from Mahatma Gandhi University, Kottayam, Kerala in 2019. She has five publications in international journals.

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Published
2021-06-10
Section
Articles