Faculty of Sciences and Mathematics, University of Niš, Serbia 2021 application/pdf 314112 bytes Filomat 35(6) info:eu-repo/semantics/article Видовић, Зоран https://phaidrabg.bg.ac.rs/o:26391 doi:10.2298/FIL2106927J ISSN: 0354-5180 Abstract: In this paper we estimate R = P{X < Y} when X and Y are independent random variables following the Peng-Yan extended Weibull distribution. We find maximum likelihood estimator of R and its asymptotic distribution. This asymptotic distribution is used to construct asymptotic confidence intervals. In the case of equal shape parameters, we derive the exact confidence intervals, too. A procedure for deriving bootstrap-p confidence intervals is presented. The UMVUE of R and the UMVUE of its variance are derived and also the Bayes point and interval estimator of R for conjugate priors are obtained. Finally, we perform a simulation study in order to compare these estimators and provide a real data example. eng Inference on reliability of stress-strength model with peng-yan extended weibull distributions All rights reserved