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Título: Estimation of P(X < Y) stress-strength reliability measures for a class of asymmetric distributions : the case of three-parameter p-max stable laws
Autor(es): Quintino, Felipe Sousa
Rathie, Pushpa Narayan
Ozelim, Luan Carlos de Sena Monteiro
Fonseca, Tiago Alves da
ORCID: https://orcid.org/0000-0003-0286-0541
https://orcid.org/0000-0002-9790-369X
https://orcid.org/0000-0002-2581-0486
https://orcid.org/0009-0004-5147-4393
Afiliação do autor: University of Brasilia, Department of Statistics
University of Brasilia, Department of Statistics
University of Brasilia, Department of Civil and Environmental Engineering
University of Brasilia, Gama Engineering College
Assunto: Confiabilidade tensão-resistência
Distribuições assimétricas
Probabilidades
Data de publicação: 2024
Editora: MDPI
Referência: QUINTINO, Felipe Sousa et al. Estimation of P(X < Y) stress-strength reliability measures for a class of asymmetric distributions: the case of three-parameter p-max stable laws. Simetria, [S. l.], v. 16, n. 7, 837, 2024. DOI: https:/doi.org/10.3390/sym16070837. Disponível em: https://www.mdpi.com/2073-8994/16/7/837.
Abstract: Asymmetric distributions are frequently seen in real-world datasets due to a number of factors, such as sample biases and nonlinear interactions between the variables observed. Thus, in order to better characterize real-world phenomena, studying asymmetric distribution is of great interest. In this work, we derive stress–strength reliability formulas of the type P(X < Y) when both X and Y follow p-max stable laws with three parameters, which are inherently asymmetric. The new relations are given in terms of extreme-value H-functions and have been obtained under fewer parameter restrictions when compared to similar results in the literature. We estimate the parameters of the p-max stable laws by a stochastic optimization method and the stress–strength probability by a maximum likelihood procedure. The performance of the analytical models is evaluated through simulations and real-life dataset modeling.
Unidade Acadêmica: Instituto de Ciências Exatas (IE)
Departamento de Estatística (IE EST)
Faculdade de Tecnologia (FT)
Departamento de Engenharia Civil e Ambiental (FT ENC)
Faculdade UnB Gama (FGA)
Licença: Copyright: © 2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https:// creativecommons.org/licenses/by/ 4.0/).
DOI: https:/doi.org/10.3390/sym16070837
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