Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1859
Title: O raspodeli verovanja parametara pouzdanosti dvokomponentnog sistema sa nezavisnim eksponencijalnim raspodelama
Other Titles: On a fiducial distribution of the reliability parameter of a two-component system with independent exponential distribution
Authors: Lukić, Žikica 
Milošević, Bojana 
Obradović, Marko 
Affiliations: Probability and Mathematical Statistics 
Probability and Mathematical Statistics 
Probability and Mathematical Statistics 
Issue Date: 2021
Rank: M34
Publisher: Beograd : Matematički fakultet
Related Publication(s): Zbornik radova - XLVIII Simpozijum o operacionim istraživanjima = XLVIII International Symposium on Operational Research, SYM-OP-IS 2021
Conference: Simpozijum o operacionim istraživanjima SYM-OP-IS(48 ; 2021 ; Banja Koviljača)
Abstract: 
Parametar pouzdanosti dvokomponentnog sistema R = P{X > Y }, kod koga X označava snagu sistema, a Y stres, predstavlja verovatnoću da će sistem opstati. U radu je izvedena raspodela verovanja (engl. fiducial distribution) parametra R = P{X > Y }, pri čemu su X i Y nezavisne slučajne veličine sa eksponencijalnim
E(λ) i E(μ) raspodelama. Dobijeni teorijski rezultati su ilustrovani empirijskim ocenama raspodele verovanja za uzorke različitog obima, i različite vrednosti parametara λ i μ. Dodatno, predložen pristup je upoređen sa frekvencionističkim i Bajesovim ocenjivanjem parametra R.

Reliability parameter of a two-component system R=P{X>Y}, where X denotes the strength of the system and Y denotes the stress of the system represents probability that the system will prevail. Fiducial distribution of the parameter R=P{X>Y} is derived in this paper in a case that X and Y are independent random variables with exponential \mathcalE(λ) and \mathcalE(μ) distributions respectively. Theoretical results obtained in the paper are illustrated with empirical estimates of fiducial distributions for different sample sizes and different values of parameters and µ. The suggested approach was compared with frequentist and Bayes estimates of the parameter R.
URI: https://research.matf.bg.ac.rs/handle/123456789/1859
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