Академический Документы
Профессиональный Документы
Культура Документы
(1.1)
The R.H.S. of (1.1) is called the survival
probability of a single component stress-
strength system. Let a system consist of k
components whose strengths are given by
i.i.d. random variables with c.d.f. G (.) each
experiencing a random stress X with c.d.f. F
(.). Suppose the system survives only if the
strengths of at least s of the k (s k)
components denoted by the random variables
1 2 k
y , y ,....., y exceed the stress X. Then the
reliability of such a system is given by
k
i k -i
i = s
R = r (1 )
k
r
i
| |
|
\
(1.2)
Where r is given in equation (1.1). The
probability in (1.2) is called reliability in a
multicomponent stress-strength model
(Bhattacharyya and Johnson). Several authors
have taken up the problem of estimating
reliability in stress-strength relationships
assuming various lifetime distributions for the
stress-strength random variates.
Enis and Geisser (1971), Bhattacharyya and
Johnson (1974), Pandey and Borhan Uddin
(1985), Awad and Gharraf (1986), Nandi and
Aich (1994) and the references therein cover
the study of estimating p (x<y) in many
standard distributions like exponential,
gamma, Weibull, Burr, inverse Gaussian, half
normal, half cauchy, half logistic assigned to
one or both of stress, strength variates.
The estimation of survival probability in a
multi component stress-strength system when
the stress, strength variates are following log-
logistic distribution is not paid much
attention. Therefore, an attempt is made here
to study the estimation of reliability in s out of
k stress-strength model with reference to log-
logistic probability distribution and the
findings are presented in Sections 2 and 3.
Estimation of System Reliability
The probability density function (p.d.f) and
cumulative distribution function (c.d.f) in
standard form of log-logistic distribution with
shape parameter as suggested by
Balakrishnan et al (1987) are given by
1
2
( ) ; x 0, >1
(1 )
x
h x
x
=
+
(2.1)
( ) ; x 0, >1
1
x
H x
x
=
+
(2.2)
If a scale parameter is introduced we get
probability density function (p.d.f) and
cumulative distribution function (c.d.f.) of
scaled log-logistic distribution as follows.
1
2
( / )
( ) ; x 0, >0, >1
1 ( / )
x
x
x
=
( +
(2.3)
( / )
( ) ; x 0, >0, >1
[1 ( / ) ]
x
x
x
=
+
(2.4)
Let X, Y be two independent random
variables following log-logistic distribution
with scale parameters
1 2
, respectively.
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 184
Then the p.d.f.s and c.d.f.s of X and Y are
given by
1
1
1 1 2
1
1
( / )
( ; ) ; x 0, >0, >1
1 ( / )
x
f x
x
=
( +
(2.5)
1
1 1
1
( / )
( ; ) ; x 0, >0, >1
[1 ( / ) ]
x
F x
x
=
+
(2.6)
1
2
2 2 2
2
2
( / )
( ; ) ; y 0, >0, >1
1 ( / )
y
g y
y
=
( +
(2.7)
2
2 2
2
( / )
( ; ) ; y 0, >0, >1
[1 ( / ) ]
y
G y
y
=
+
(2.8)
If X, Y represents the stress and strength
variates of a component respectively, then we
know that the survival probability of the
component is given by
0
r = p ( X < Y ) = F ( y ) g ( y ) d y
2
0
1
(1 )(1 )
dz
Z Z
=
+ +
(2.9)
Where
1 1 2
Z=x/ and = /
From equation (1.2), the survival probability of
multi component stress-strength model can be
obtained, where r is given by equation (2.9).
If
1 2
, are not known, it is necessary to
estimate
1 2
, to estimate R. In this paper we
estimate
1 2
, by ML method and three
different modifications to ML method,
Method of moment, BLUEs thus giving rise
to six estimates. The estimates are substituted
in to get an estimate of R using equation
(1.2). The theory of methods of estimation is
explained below.
It is well known that the method of maximum
likelihood estimation (MLE) has invariance
property. When the method of estimation of
parameter is changed from ML to any other
traditional method, this invariance principle
does not hold good to estimate the parametric
function. However, such an adoption of
invariance property for other optimal
estimators of the parameters to estimate a
parametric function is attempted in different
situations by different authors. Travadi and
Ratani (1990), Kantam and Rao (2002) and
the references therein are a few such
instances. In this direction, we have proposed
some estimators for the reliability of multi
component stress-strength model by
considering the estimators of the parameters
of stress, strength distributions by standard
methods of estimation in log- logistic
distribution.
Method of Maximum Likelihood
Estimation (MLE):
Let
1 2 m 1 2 n
x x <....<x ; y <y .... y < < < be two
ordered random samples of size m, n
respectively on stress, strength variates each
following log-logistic distribution with scale
parameters
1 2
, and shape parameter .
Then the MLEs of
1 2
, are given by the
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 185
iterative solutions of the following likelihood
equations.
m
i 1
i=1
1
log L m
0 F(x , ) 0
2
= =
(2.10)
n
i 2
i=1
2
log L n
0 G(y , ) 0
2
= =
(2.11)
Where
i 1 i 2
F(x , ) and G(y , ) are given in
(2.6), (2.8).
The asymptotic variance of the MLE is given
by
1
2 2 2 2
( log L/ ) (3/ )( / n) ;i=1,2
i i
E
( =
(2.12)
The MLE of survival probability of multi
component stress-strength model is given by
( )
k
i k -i
i
i = s
R = k ( r ) [1 ( r ) ]
(2.13)
Where r
where
#
r is given
by (2.9) with is replaced by
# # #
1 2
/ = .
Best linear unbiased estimation (BLUE)
Rao (2001) has developed the coefficients to
get the BLUEs of in a scaled log-logistic
distribution. Hence the BLUEs of
1 2
, are
* *
1 2 i i
1 1
l x and c y
m n
i i
i i
= =
= =
Where
1 2 m 1 2 n
(l ,l ,...,l ) and (c ,c ,....,c ) are to be
borrowed from Rao (2001).
The sixth estimator that we propose be
* * *
R (r ) (1 r )
k
k
i k i
i s
i
=
| |
=
|
\
where
*
r is given by (2.9) with is replaced
by
* * *
1 2
/ = .
Thus for a given pair of samples on stress,
strength variates we get 6 estimates of R by
the above 6 different methods. The
asymptotic variance (AV) of an estimate of R
which a function of two independent statistics
(say)
1 2
t ,t is given by Rao (1973).
2 2
1 2
1 2
R R
AV(R)=AV(t ) AV(t )
| | | |
+
| |
\ \
(2.14)
Where
1 2
t ,t are to be taken in six different
ways namely, exact MLE, TMMLE on lines
of Tiku (1967), BMMLE on lines of
Balakrishnan (1992), SMMLE on line of Tiku
and Suresh (1992), MOM moment estimator
and BLUEs.
In the present case using (2.9) we get
1 2
2
2
1 2 0
r Z(1+Z) dZ
(1+ Z)(1+Z)
1 2
1
2 2
2
2 2 0
dZ r Z(1+Z)
(1+ Z)(1+Z)
Which can be used to get
i
R/ , i 1, 2. =
Because we are using three linear estimators
as MMLEs, which are obtained through
admissible approximation to log likelihood
function, all the three estimators are
asymptotically as efficient as exact MLE.
From the asymptotic optimum properties of
MLEs (Kendall and Stuart [1979]) and of
linear unbiased estimators (David [1981]), we
know that MLEs and BLUEs are
asymptotically equally efficient having the
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 187
Cramer-Rao lower bound as their asymptotic
variance as given in (2.12). Thus from
Equation (2.14), the asymptotic variance of
R when (
1 2
t ,t ) are replaced by MLE,
TMMLE, BMMLE, SMMLE and BLUE in
succession, we get same result. In the log-
logistic distribution the moment estimator of
the scale parameter is sample mean divided
by (1 1/ ) (1 1/ ) + . Under central limit
property for i.i.d. variates the asymptotic
distribution of the moment estimator is
normal with the asymptotic variance is
[ ]
2
V/n (1 1/ ) (1 1/ ) + where V is the
variance of scaled log-logistic variate and is
equal to
[ ]
2
2
{ (1 2/ ) (1 2/ ) - (1 1/ ) (1 1/ ) } + + .
Hence the asymptotic variance of moment
estimator is
[ ]
{ }
[ ]
2
2
2
(1 2/ ) (1 2/ ) - (1 1/ ) (1 1/ )
/ n
(1 1/ ) (1 1/ )
+ +
+
.
As exact variances of our estimates of R are
not analytically tractable, the small sample
comparisons are studied through simulation in
Section 3.
Small Sample Comparison
3000 random sample of size 3(1) 10 each
from stress population, strength population
are generated for = 1, 2 and 3 on lines of
Bhattacharyya and Johnson (1974). The scale
parameters
1 2
, of the variates are estimated
by MLE, three MMLEs, Moment and BLUE
and are used in estimate . These six
estimators of are used to get the
multicomponet reliability for (s, k) = (1, 3),
(2, 4). The sampling bias and mean square
error (MSE) of the reliability estimates over
the 3000 such samples are given in Tables 1
and 2. With respect to bias MMLE of
Balakrishnans approach has given the
minimum bias in most of the parametric and
sample combinations. With respect to
variance and MSE the choice is equally likely
between MMLE by Tiku and Suresh (1992)
approach and Balakrishnans approach.
Specifically it is Tiku and Suresh (1992)
approach that gives minimum MSE or
minimum variance over the other suggested
methods of estimation. In any case it is one of
the MMLEs that is giving a minimum
empirical characteristic over the other
methods of estimation like exact MLE, BLUE
and Method of Moments. Hence we conclude
that in order to estimate the multi component
stress- strength reliability one of the three
MML methods of estimation is having the
least value for bias, variance and MSE. Hence
the suggested MML methods of estimation
are preferable then the classical methods like
exact MLE, BLUE and Method of Moments.
References
1 Award, M. and Gharraf, K. (1986).
Estimation of P (Y<X) in Burr case: A
comparative study. Commun. Statist. -
Simula. & Comp., 15, 389-403.
2 Balakrishnan, N., Malik, H.J., and
Puthenpura, S. (1987). Best linear
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 188
unbiased estimation of location and scale
parameters of the log-logistic distribution.
Commun. Statist theor. Meth., 16 (12),
3477-3495.
3 Bhattacharyya, G.K. and Johnson, R.A.
(1974). Estimation of reliability in
multicomponent stress-strength model,
JASA, 69, 966-970.
4 David, H.A. (1981). Order Statistics, John
Wiley and Sons, New York.
5 Enis, P. and Geisser, S. (1971). Estimation
of probability that P (Y<X), JASA, 66,
162-168.
6 Kantam, R.R.L. and Rao .G. S. (2002).
Log-logistic distribution: Modified
Maximum likelihood estimation. Gujarat
Statistical Review, 29, Nos. 1-2, 25-36.
7 Kendall, M.G. and Stuart, A. (1979). The
Advanced Theory of Statistics, Vol. 2,
Charles Griffin and Company Limited,
London.
8 Nandi, S.B. and Aich, A.B. (1994). A note
on estimation of P (X>Y) for some
distributions useful in life-testing, IAPQR
Transactions, 19(1), 35-44.
9 Pandey, M. and Borhan Uddin, Md.
(1985). Estimation of reliability in
multicomponent stress-strength model
following Burr distribution, Proceedings
of the First Asian congress on Quality and
Reliability, New Delhi, India, 307-312.
10 Rao, C. R. (1973). Linear Statistical
Inference and its Applications, Wiley
Eastern Limited, India.
11 Rao, G. S. (2002). Some problems of
statistical Inference with applications in
log-logistic distribution, Ph.D. thesis
awarded by Nagarjuna University.
12 Shah, B. K., and Dave, P.H. (1963). A
note on log-logistic distribution. Journal
of M.S. University of Baroda (Science
number) 12, 21-22.
13 Stacy, E.W. (1962). A generalization of
the gamma distribution. Ann. Math.
Statist. 33,1187-1192.
14 Tiku, M.L. (1967). Estimating the mean
and standard deviation from a censored
normal sample. Bionetrika, 54, 155-165.
15 Tiku, M.L. and Suresh, R.P. (1992). A
new method of estimation for location and
scale parameters. J. Statist. Plann. & Inf.
30, 281-292.
16 Travadi, R.J. and Ratani, R.T. (1990). On
estimation of reliability function for
inverse Guassian distribution with known
coefficient of variation, IAPQR
Transactions, 5, 29-37.
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 189
Table 1
Results of the Simulation Study of Bias for Estimates of Reliability ( 3 = )
(s,k) (m,n)
mle tmmle bmmle smmle mom blue
(1,3) (3,3) 1 -0.18846 -0.17573 -0.17693 -0.17622 -0.21421 -0.21396
(4,4) 1 -0.17254 -0.16727 -0.16214 -0.16197 -0.19451 -0.19067
(5,5) 1 -0.16372 -0.16242 -0.15366 -0.15442 -0.18100 -0.17805
(6,6) 1 -0.15622 -0.15622 -0.14720 -0.14789 -0.17166 -0.16736
(7,7) 1 -0.15319 -0.15429 -0.14471 -0.14568 -0.16587 -0.16272
(8,8) 1 -0.14967 -0.15151 -0.14189 -0.14298 -0.16055 -0.15722
(9,9) 1 -0.14681 -0.14900 -0.13981 -0.14082 -0.15642 -0.15412
(10,10) 1 -0.14487 -0.14726 -0.13839 -0.13943 -0.15288 -0.15142
(3,3) 2 -0.03651 -0.03183 -0.02843 -0.02996 -0.04529 -0.05043
(4,4) 2 -0.02829 -0.02664 -0.02281 -0.02368 -0.03554 -0.03692
(5,5) 2 -0.02460 -0.02423 -0.02011 -0.02087 -0.02998 -0.03065
(6,6) 2 -0.02178 -0.02190 -0.01810 -0.01869 -0.02643 -0.02618
(7,7) 2 -0.02000 -0.02047 -0.01676 -0.01735 -0.02317 -0.02354
(8,8) 2 -0.01839 -0.01902 -0.01566 -0.01612 -0.02150 -0.02100
(9,9) 2 -0.01716 -0.01790 -0.01476 -0.01520 -0.01950 -0.01966
(10,10) 2 -0.01619 -0.01700 -0.01412 -0.01450 -0.01833 -0.01840
(3,3) 3 -0.01078 -0.00228 0.00047 -0.00277 -0.01394 -0.02367
(4,4) 3 -0.00884 -0.00709 -0.00124 -0.00373 -0.00963 -0.01642
(5,5) 3 -0.00866 -0.00827 -0.00349 -0.00515 -0.00886 -0.01347
(6,6) 3 -0.00799 -0.00804 -0.00448 -0.00554 -0.00811 -0.01128
(7,7) 3 -0.00783 -0.00806 -0.00482 -0.00581 -0.00480 -0.01014
(8,8) 3 -0.00699 -0.00735 -0.00488 -0.00545 -0.00655 -0.00865
(9,9) 3 -0.00655 -0.00696 -0.00481 -0.00530 -0.00468 -0.00802
(10,10) 3 -0.00595 -0.00639 -0.00455 -0.00491 -0.00458 -0.00722
(2,4) (3,3) 1 -0.38933 -0.36199 -0.36725 -0.36689 -0.42722 -0.42949
(4,4) 1 -0.37167 -0.36076 -0.35179 -0.35222 -0.40439 -0.40231
(5,5) 1 -0.36122 -0.35808 -0.34220 -0.34396 -0.38721 -0.38608
(6,6) 1 -0.35121 -0.35091 -0.33400 -0.33566 -0.37470 -0.37131
(7,7) 1 -0.34848 -0.35038 -0.33227 -0.33436 -0.36720 -0.36581
(8,8) 1 -0.34446 -0.34777 -0.32948 -0.33178 -0.36023 -0.35835
(9,9) 1 -0.34029 -0.34429 -0.32673 -0.32884 -0.35395 -0.35386
(10,10) 1 -0.33800 -0.34240 -0.32536 -0.32750 -0.34901 -0.35019
(3,3) 2 -0.09201 -0.07362 -0.06128 -0.07166 -0.09774 -0.12659
(4,4) 2 -0.07470 -0.06988 -0.05726 -0.06190 -0.08608 -0.09843
(5,5) 2 -0.06870 -0.06763 -0.05520 -0.05825 -0.07831 -0.08518
(6,6) 2 -0.06276 -0.06302 -0.05211 -0.05408 -0.07335 -0.07476
(7,7) 2 -0.05892 -0.06017 -0.04935 -0.05137 -0.06337 -0.06862
(8,8) 2 -0.05498 -0.05673 -0.04713 -0.04850 -0.06228 -0.06225
(9,9) 2 -0.05185 -0.05395 -0.04490 -0.04619 -0.05652 -0.05890
(10,10) 2 -0.04939 -0.05171 -0.04336 -0.04447 -0.05414 -0.05567
(3,3) 3 0.00335 0.05058 0.06701 0.04123 0.02496 -0.04518
(4,4) 3 -0.00538 0.00189 0.03358 0.01681 0.01434 -0.03496
(5,5) 3 -0.01539 -0.01375 0.00845 -0.00122 -0.00055 -0.03271
(6,6) 3 -0.01759 -0.01754 -0.00311 -0.00848 -0.00770 -0.02909
(7,7) 3 -0.02071 -0.02120 -0.00766 -0.01308 0.01252 -0.02817
(8,8) 3 -0.01932 -0.02034 -0.01133 -0.01381 -0.01079 -0.02469
(9,9) 3 -0.01907 -0.02033 -0.01270 -0.01475 -0.00155 -0.02376
(10,10) 3 -0.01746 -0.01889 -0.01247 -0.01392 -0.00462 -0.02157
Jamonline / 2(2); 2012 / 182190 Srinivasa Rao G
All rights reserved 2011 www.jamonline.in 190
Table 2
Results of the Simulation Study of MSE for Estimates of Reliability ( 3 = )
(s,k) (m,n)
mle tmmle bmmle smmle mom blue
(1,3) (3,3) 1 0.05701 0.05460 0.05285 0.05239 0.07078 0.07006
(4,4) 1 0.04479 0.04352 0.04139 0.04096 0.05656 0.05269
(5,5) 1 0.03864 0.03854 0.03523 0.03535 0.04756 0.04446
(6,6) 1 0.03422 0.03435 0.03126 0.03136 0.04195 0.03832
(7,7) 1 0.03170 0.03215 0.02900 0.02922 0.03831 0.03513
(8,8) 1 0.02940 0.03006 0.02698 0.02725 0.03503 0.03200
(9,9) 1 0.02787 0.02863 0.02575 0.02599 0.03295 0.03031
(10,10) 1 0.02664 0.02745 0.02473 0.02500 0.03095 0.02881
(3,3) 2 0.00460 0.00510 0.00670 0.00433 0.01353 0.00706
(4,4) 2 0.00292 0.00273 0.00281 0.00240 0.00565 0.00368
(5,5) 2 0.00180 0.00177 0.00152 0.00148 0.00314 0.00239
(6,6) 2 0.00130 0.00132 0.00102 0.00105 0.00197 0.00170
(7,7) 2 0.00102 0.00106 0.00082 0.00084 0.00189 0.00131
(8,8) 2 0.00083 0.00087 0.00066 0.00068 0.00119 0.00102
(9,9) 2 0.00071 0.00075 0.00057 0.00059 0.00103 0.00087
(10,10) 2 0.00061 0.00065 0.00049 0.00051 0.00084 0.00074
(3,3) 3 0.00757 0.01097 0.01978 0.01005 0.03397 0.00506
(4,4) 3 0.00399 0.00342 0.00843 0.00480 0.01500 0.00254
(5,5) 3 0.00144 0.00138 0.00254 0.00163 0.00604 0.00135
(6,6) 3 0.00085 0.00088 0.00108 0.00087 0.00308 0.00089
(7,7) 3 0.00050 0.00053 0.00106 0.00055 0.01214 0.00060
(8,8) 3 0.00038 0.00040 0.00040 0.00036 0.00127 0.00044
(9,9) 3 0.00028 0.00029 0.00027 0.00024 0.00328 0.00033
(10,10) 3 0.00024 0.00025 0.00021 0.00021 0.00186 0.00027
(2,4) (3,3) 1 0.20036 0.18514 0.18941 0.18511 0.25381 0.23434
(4,4) 1 0.17691 0.17067 0.16404 0.16353 0.20852 0.20114
(5,5) 1 0.16337 0.16211 0.15095 0.15168 0.18826 0.18250
(6,6) 1 0.15172 0.15186 0.14058 0.14118 0.17419 0.16630
(7,7) 1 0.14654 0.14805 0.13592 0.13699 0.16532 0.15903
(8,8) 1 0.14044 0.14289 0.13075 0.13196 0.15721 0.15031
(9,9) 1 0.13617 0.13906 0.12745 0.12858 0.15112 0.14568
(10,10) 1 0.13279 0.13593 0.12479 0.12596 0.14576 0.14132
(3,3) 2 0.03182 0.04146 0.19497 0.05062 0.49703 0.03863
(4,4) 2 0.03466 0.02549 0.05282 0.03034 0.11821 0.02511
(5,5) 2 0.01391 0.01325 0.01513 0.01224 0.04136 0.01649
(6,6) 2 0.00978 0.00990 0.00850 0.00823 0.01973 0.01230
(7,7) 2 0.00793 0.00821 0.00711 0.00669 0.02980 0.00993
(8,8) 2 0.00665 0.00700 0.00542 0.00559 0.01056 0.00803
(9,9) 2 0.00580 0.00616 0.00475 0.00492 0.01075 0.00704
(10,10) 2 0.00514 0.00549 0.00424 0.00441 0.00779 0.00615
(3,3) 3 0.33179 0.49598 0.56205 0.46317 0.62058 0.09497
(4,4) 3 0.15272 0.10607 0.43961 0.20101 0.50398 0.04498
(5,5) 3 0.02987 0.02621 0.08750 0.04214 0.27288 0.01594
(6,6) 3 0.01406 0.01493 0.02721 0.01810 0.11620 0.01044
(7,7) 3 0.00559 0.00626 0.01686 0.00988 0.07398 0.00586
(8,8) 3 0.00475 0.00492 0.00705 0.00563 0.03718 0.00476
(9,9) 3 0.00277 0.00282 0.00395 0.00275 0.02179 0.00304
(10,10) 3 0.00274 0.00270 0.00292 0.00263 0.00839 0.00274