Generalized Inference on Stress-Strength Reliability in Generalized Pareto Model
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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