Abstract

In this article, two likelihood-based methods are developed to obtain the confidence intervals for the stress-strength reliability of the generalized exponential distribution. When the parameter of interest is the stress-strength reliability of the generalized exponential distribution, we construct the confidence intervals of the stress-strength reliability based on the signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic for the parameter of interest. Simulations are performed to show the accuracy of the proposed method in terms of estimated coverage probability and bilateral symmetry of the confidence intervals when the sample size is small. And an example is provided.

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