Abstract
In this article, the estimation of the stress–strength reliability function for generalized Maxwell failure distribution is considered. The Maximum-likelihood and Bayesian estimators for δ based on progressive first failure censoring scheme are developed. The asymptotic confidence, bootstrap p, bootstrap t, Bayesian credible and HPD credible intervals for the stress–strength reliability are derived. A Monte Carlo simulation study is provided for comparing different estimators and various censoring schemes. Finally, a real data study is carried out which illustrate the proposed estimation methods and censoring schemes.
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