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Confi dence intervals for the stress-strength reliability of the generalized exponential distribution
Journal of the Korean Data & Information Science Society 2018;29:1309-18
Published online September 30, 2018
© 2018 Korean Data and Information Science Society.

Hong Kyung Pak1 · Sang Gil Kang2 · Woo Dong Lee3

1Department of Medical Information Technology and Data Science, Daegu Haany University
2Department of Computer and Data Information, Sangji University
3Department of Cosmeceutical Engineering, Daegu Haany University
Correspondence to: Professor, Department of Cosmeceutical Engineering, Daegu Haany University, Kyungsan 38610, Korea. E-mail : wdlee@dhu.ac.kr
Received August 20, 2018; Revised September 13, 2018; Accepted September 17, 2018.
This is an Open Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/by-nc/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
Abstract
In this article, two likelihood-based methods are developed to obtain the con fidence intervals for the stress-strength reliability of the generalized exponential distribution. When the parameter of interest is the stress-strength reliability of the generalized exponential distribution, we construct the con fidence intervals of the stress-strength reliability based on the signed log-likelihood ratio statistic and the modifi ed signed log-likelihood ratio statistic for the parameter of interest. Simulations are performed to show the accuracy of the proposed method in terms of estimated coverage probability and bilateral symmetry of the con fidence intervals when the sample size is small. And an example is provided.
Keywords : Confi dence interval, generalized exponential distribution, likelihood-based inference, modifi ed signed log-likelihood ratio statistic, signed log-likelihood ratio statistic, stress-strength reliability.