Abbas Pak - Department of Computer Sciences, Faculty of Mathematical Sciences, Shahrekord University, P. O. Box 115, Shahrekord, Iran

The interest in developing inference procedures for the stress-strength parameter R=P(X> Y) arises because of its applications to a variety of fields. If X is the strength of a system which is subjected to stress Y , then the parameter R measures the system performance and it is very common in the context of reliability of a system. Although extensive works have been done on the developments for the stress-strength models under complete samples, not much attention has been paid to when the data are censored. In this paper, we consider the statistical inference of the stress-strength parameter R=P(X> Y) when X and Y are independent Rayleigh random variables and the obtained data from both distributions are censored as hybrid type-II scheme. An extensive computer simulation is used to compare the performances of the proposed methods. Finally, a real data set is analyzed for illustrative purposes.

Stress-Strength model; Bayesian estimation; Maximum likelihood principle; Rayleigh distribution; Hybrid type IIcensoring