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On minimum variance unbiased estimation of a reliability system

El Sayed H.S., Nassar M.M., Shawky A.I.

Bulletin of the Polish Academy of Sciences. Technical Sciences

1998

Vol. 46, nr 3

375-381

This paper investigates the minimum variance unbiased estimation (MVUE) of the reliability function R = P(Y < X) under the assumption that, both, the strength X and the stress Y are independent Gamma random variables. An approximate one- and two-sided confidence intervals for R is obtained. Some numerical results are evaluated for particular sample sizes. Also the MVUE results of this paper are compared with the results obtained by Tong [7].