Stress-strength Reliability of Exponential Distribution based on Type-I Progressively Hybrid Censored Samples

Abstract

This paper considers the estimation of the stress-strength parameter, say R, based on two independent Type-I progressively hybrid censored samples from exponential populations with different parameters. The maximum likelihood estimator and asymptotic confidence interval for R are obtained. Bayes estimator of R is also derived under the assumption of independent gamma priors. A Monte Carlo simulation study is used to evaluate the performance of maximum likelihood estimator, Bayes estimator and asymptotic confidence interval. Finally, a pair of real data sets is analyzed for illustrative purposes.