The stress-strength model for system reliability for multicomponent system when a device under consideration is a combination of ๐ฆ usually independent components with strengths ๐1,๐2,โฆ,๐๐ฆ and each component experiencing a common stress ๐. The system is regarded as alive if at least๐ฎ out of ๐ฆ ๐ฎ<๐ฆ strengths exceed the stress. The reliability of such system is obtained when the stress and strengths are assumed to have Burr XII distributions with common shape parameter(๐). The research methodology adapted here is to estimate the parameters by using maximum likelihood method. Based on different types of ranked set sampling, the reliability estimators are obtained when samples drawn from strength and stress distributions. Efficiencies of reliability estimators based on ranked set sampling, median ranked set sampling, extreme ranked set sampling and percentile ranked set sampling are calculated with respect to reliability estimators based on simple random sampling procedure.
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Estimation of Reliability in Multicomponent Stress-Strength Model Following Burr Type XII Distribution under Selective Ranked Set Sampling
1. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
ISSN : 2248-9622, Vol. 5, Issue 2,(Part-5)February 2015, pp.62-78
www.ijera.com 62|P a g e
Estimation of Reliability in Multicomponent Stress-
Strength Model Following Burr Type XII Distribution
under Selective Ranked Set Sampling
1
Amal S. Hassan, 2
Assar, S. M and 3
Yahya, M
1
Institute of Statistical Studies&Research, Cairo University, Egypt.
2
Institute of Statistical Studies& Research, Cairo University, Egypt.
3
Modern Academy for Engineering & Technology, Department of Basic Sciences, Egypt.
ABSTRACT
The stress-strength model for system reliability for multicomponent system when a device under consideration
is a combination of ๐ฆ usually independent components with strengths ๐1, ๐2, โฆ , ๐ ๐ฆ and each component
experiencing a common stress ๐. The system is regarded as alive if at least๐ฎ out of ๐ฆ ๐ฎ < ๐ฆ strengths exceed
the stress. The reliability of such system is obtained when the stress and strengths are assumed to have Burr XII
distributions with common shape parameter(๐). The research methodology adapted here is to estimate the
parameters by using maximum likelihood method. Based on different types of ranked set sampling, the
reliability estimators are obtained when samples drawn from strength and stress distributions. Efficiencies of
reliability estimators based on ranked set sampling, median ranked set sampling, extreme ranked set sampling
and percentile ranked set sampling are calculated with respect to reliability estimators based on simple random
sampling procedure.
Keywords-Burr type XII, reliability estimation, ranked set sampling, median ranked set sampling, extreme
ranked set sampling, percentile ranked set sampling.
I. INTRODUCTION
In experimental investigations, situations may occur in which precise measurement of the characteristic
under study is expensive or difficult, but elements can be readily chosen from the population of interest, and a
small number can be ordered easily and fairly accurately by eye or by some other means not requiring
quantification, it turns out that the use of McIntyreโs (1952) notation of ranked set sampling (RSS). He
introduced the basic concept behind RSS. The RSS procedure can be described as follows. Randomly select n
random samples from the population of interest each of size ๐. The units within each sample are ranked with
respect to a variable of interest by visual inspection or any cheap method. Then the smallest and second smallest
units from the first and second samples are selected for actual measurement. The procedure is continued until
the largest unit from the ๐ ๐ก๐
sample is selected for measurements. Thus total of ๐ measured units, which
represented one cycle are obtained. This procedure may be repeated ๐ times until number of ๐๐ units are
obtained. These ๐๐ units form the RSS data.
McIntyre (1952) claimed that RSS procedure more accurate estimators of the sample mean than the usual
simple random sampling (SRS). Takahasi and Wakimato (1968) independently described the same sampling
method and presented the mathematical theory, which support McIntyre's claims. Dell and Clutter (1972)
showed that the RSS mean remains unbiased and more efficient than the simple random sampling mean even if
ranking is imperfect.
Various authors proposed modified ranked set sampling to get better estimators for the population mean.
One of the popular schemes is to use the median ranked set sampling (MRSS) (see Bhoj, 1997; Muttlak 1997).
MRSS procedure can be summarized as follows: randomly select n random samples from the population of
interest each of size ๐. The units within each sample are ranked with respect to a variable of interest. If the
sample size ๐ is odd, select the median element of each ordered set. If the sample size ๐ is even, select for the
measurement from the first ๐/2 samples the ๐/2 ๐ก๐
smallest ranked unit and from the second ๐/2 samples the
๐/2 + 1 ๐ก๐
smallest ranked unit.The cycle can be repeated ๐ times if needed to get a sample of size ๐๐ units
from MRSS data.
To reduce the error in ranking, several modification of the RSS technique had been suggested.
Samawi et al.(1996) investigated using extreme ranked set sampling (ERSS) to estimate the population mean. In
ERSS, select ๐ random samples of size ๐ units from the population under consideration. Rank the units within
RESEARCH ARTICLE OPEN ACCESS
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each sample with respect to a variable of interest by visual inspection or any other cost free method. If the
sample size ๐ is odd, select from (๐ โ 1)/2 samples the smallest unit, from the other ( ๐ โ 1)/2 the largest unit
and for one sample the median of the sample for actual measurement. If the sample size is even, select from ๐/2
samples the smallest unit and from the other ๐/2 samples the largest unit for actual measurement. The cycle
may be repeated ๐ times to get ๐๐ units from ERSS data.
Muttlak (2003) introduced the percentile ranked set sampling (PRSS) approach as a modification to RSS.
The PRSS procedure can be summarized as follows: ๐ ranked random samples each of size ๐ are drawn from a
population under consideration. If the sample size is even, select for measurement from the first ๐ 2 samples
the ๐ (๐ + 1)๐ก๐
smallest ranked unit and from the second ๐ 2 samples the ๐ก(๐ + 1)๐ก๐
smallest ranked unit, where
๐ก = 1 โ ๐ and 0 < ๐ โค 0.5. If the sample size is odd, select from the first (๐ โ 1) 2 samples the ๐ (๐ + 1)๐ก๐
smallest ranked unit and from the other(๐ โ 1) 2 samples the ๐ก(๐ + 1)๐ก๐
smallest ranked unit and select from
the remaining sample the median for the sample for actual measurement. The cycle may be repeated ๐ times if
needed to get ๐๐ units from PRSS.
The Burr XII distribution was introduced in the literature by Burr (1942) and received more attention by the
researchers due to its wide applications in different fields including the area of reliability and life testing. The
probability density function (PDF) and cumulative distribution function(CDF) of Burr XII take the following
forms
๐ ๐ฅ; ๐, ๐ = b๐๐ฅ ๐โ1
1 + ๐ฅ ๐ โ(๐+1)
, ๐ฅ > 0, ๐ > 0, ๐ > 0, (1)
and
๐น ๐ฅ; ๐, ๐ = 1 โ 1 + ๐ฅ ๐ โ๐
, ๐ฅ > 0, ๐ > 0, ๐ > 0, (2)
where ๐ and ๐ are shape parameters.
Let ๐, ๐1, ๐2, โฆ , ๐ ๐ฆ be independent, ๐บ(๐ฆ) be the continuous distribution function of ๐ and ๐น(๐ฅ) be the
common continuous distribution function of ๐1, ๐2, โฆ , ๐ ๐ฆ. Then the reliability in a multicomponent stress-
strength model developed by Bhattacharyya and Johnson (1974) is given by
R ๐ฎ,๐ฆ = P at least ๐ฎ of the X1, X2, โฆ , ๐ ๐ฆ exceed Y = ๐ฆ
๐ 1 โ ๐น ๐ฆ ๐โ
โโ
๐ฆ
๐=๐ฎ ๐น ๐ฆ ๐ฆโ๐ ๐๐บ ๐ฆ .(3)
Pandey andUddin (1991) introduced the derivation of a convenient expression for the system reliability and
obtained inferences about the reliability in a multicomponent stress-strength system when both stress and
strength are independently identically distributed Burr random variables. Uddin et al. (1993) provided maximum
likelihood and Bayesian approaches for system reliability under the assumption that both stress and strength are
independently identically Burr random variables. Rao et al. (2014) studied the multicomponent stress-strength
reliability for two-parameter Burr XII distribution when both of stress and strength variables follow the same
population. They obtained the asymptotic distribution and confidence interval using maximum likelihood
method
Recently, estimation problem of ๐ = ๐(๐ < ๐) based on RSS take the attention of many authors. Sengupta
and Mukhati (2008) derived and compared reliability estimator of R based on RSS with SRS. They proved that
the unbiased estimator based on RSS data has a smaller variance compared with the unbiased estimator based on
SRS, even when the ranking of RSS are imperfect.Muttlak et al. (2010) considered the problem of
estimating ๐ = ๐(๐ < ๐), where ๐ and ๐ are independently exponentially distributed random variables with
different scale parameters using ranked set sampling data. Hussian (2014) discussed the estimation problem of
stress- strength model for generalized inverted exponential distribution based on RSS and SRS.
Maximumlikelihood method is used to estimate R using both approaches. Hassan et al. (2014) introduced the
estimation of ๐ = ๐[๐ < ๐] when ๐ and ๐ are two independent Burr type XII distributions with common
known shape parameter ๐. They obtained maximum likelihood estimator of ๐ = ๐(๐ < ๐) based on ranked set
sampling data and compared the new estimator based on RSS with known estimator based on SRS data in terms
of their bias, mean square error and efficiency. They concluded that the results of estimators based on RSS are
more efficient than the corresponding SRS using simulated data.Hassan et al. (2015) introduced the estimation
problem of ๐ = ๐(๐ < ๐) when ๐and ๐ are independently distributed Burr XII random variables based on
different sampling schemes. They derived maximum likelihood estimators (MLEs) of R using SRS, RSS,
MRSS, ERSS and PRSS techniques.
To our knowledge, in the literature, there were no studies that had been performed about stress- strength
problem incorporating multicomponent systems based on ranked set sampling technique. Therefore, the main
objective in this article is to derive the reliability estimators for Burr type XII distribution based on RSS, MRSS,
ERSS and PRSStechniques. Simulation study is performed to compare different estimators.
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The rest of the article is organized as follows. In Section 2, MLE of R ๐ฎ,๐ฆ is discussed in case of SRS data.
In Section 3, 4, 5 and 6, MLEs of R ๐ฎ,๐ฆbased on RSS, MRSS, ERSS and PRSS will be obtained respectively.
Numerical study is presented in Section 7. Finally conclusions are presented in Section 8.
II. Maximum Likelihood Estimator of R ๐ฎ,๐ฆBased on SRS data
Let ๐~๐ต๐ข๐๐ ๐, ๐ and ๐~๐ต๐ข๐๐ ๐, ๐ are independently distributed with unknown shape parameters b, a
and common known shape parameter c respectively. Rao et al. (2014) derived the reliability in a
multicomponent stress-strength model R ๐ฎ,๐ฆfor two-parameter Burr XII distributions as the following:
R ๐ฎ,๐ฆ =
๐ฆ
๐
๐
โ
0
๐ฆ
๐=๐ฎ
๐๐ฆ ๐โ1
1 + ๐ฆ ๐ โ ๐+1
1 + ๐ฆ ๐ โ๐ ๐
1 โ 1 + ๐ฆ ๐ โ๐ ๐ฆโ๐
๐๐ฆ
R ๐ฎ,๐ฆ =
๐ฆ
๐
๐
๐ฆ
๐=๐ฎ
๐ต ๐ + ๐, ๐ฆ โ ๐ + 1 .
After the simplification R ๐ฎ,๐ฆ will be
R ๐ฎ,๐ฆ = ๐
๐ฆ!
๐!
๐ฆ
๐=๐ฎ
๐ + ๐
๐ฆ
๐ =๐
โ1
, 4
where๐ฆ and ๐ are integers and ๐ =
๐
๐
.
To derive the MLEs of b and a, let ๐1, โฆ , ๐ ๐ ; ๐1, โฆ , ๐๐ be two random samples of size n, m respectively on
strength, stress variables each following Burr XIIwith shapeparameters b, a and common shape parameter c.
Then the log-likelihood function of the observed SRS data denoted by ๐ is
๐ = ๐๐๐๐ + ๐๐๐๐ + ๐ + ๐ ๐๐๐ + ๐ โ 1 ๐๐๐ฅ๐ + ๐๐๐ฆ๐
๐
๐=1
๐
๐=1
โ (๐ + 1)
ร ๐๐ 1 + ๐ฅ๐
๐
โ (๐ + 1) ๐๐ 1 + ๐ฆ๐
๐
.
๐
๐=1
๐
๐=1 (5)
MLEs of b and a, say ๐ ๐๐ฟ๐ธ and ๐ ๐๐ฟ๐ธ when c is known can be obtained by differentiating Equation (5) and
equating by zero. Then ๐ ๐๐ฟ๐ธ and ๐ ๐๐ฟ๐ธ will be obtained as follows
๐ ๐๐ฟ๐ธ =
๐
๐๐ 1+๐ฅ ๐
๐๐
๐=1
and๐ ๐๐ฟ๐ธ =
๐
๐๐ 1+๐ฆ ๐
๐๐
๐=1
.(6)
MLE ofR ๐ฎ,๐ฆ denoted by R ๐ฎ,๐ฆ, is obtained by substitute๐ ๐๐ฟ๐ธ =
๐ ๐๐ฟ๐ธ
๐ ๐๐ฟ๐ธ
in Equation 4 as follows:
R ๐ฎ,๐ฆ = ๐ ๐๐ฟ๐ธ
๐ฆ!
๐!
๐ฆ
๐=๐ฎ
(๐ ๐๐ฟ๐ธ + ๐)
๐ฆ
๐ =๐
โ1
.
III. Maximum Likelihood Estimator of ๐ ๐ข,๐Based on RSS data
In this section, MLE of the reliability in a multicomponent stress-strength model R ๐ฎ,๐ฆ based on RSS data
will be derived. To compute the MLE of R ๐ฎ,๐ฆ, the MLEs of ๐ and ๐ must be computed firstly. Let ๐๐ ๐ ๐ , ๐ =
1,2,โฆ๐;๐ =1,2,โฆ,๐be the set of independent RSS with sample size ๐=๐๐, where ๐ isthe set size and ๐ is the
number of cycles with PDF given by:
๐๐ ๐ฅ๐(๐)๐ =
๐!
๐โ1 ! ๐โ๐ !
๐น ๐ฅ๐(๐)๐
๐โ1
1 โ ๐น ๐ฅ๐(๐)๐
๐โ๐
๐ ๐ฅ๐(๐)๐ , ๐ฅ๐(๐)๐ > 0. (7).
Suppose {๐1 1 ๐ , ๐2 2 ๐ , โฆ , ๐ ๐(๐)๐ ; ๐ = 1, โฆ , ๐} denotethe ranked set sample of size ๐ = ๐๐ from Burr (๐, ๐). Then
by substituting PDF (1) and CDF (2) in PDF (7), the likelihood function, denoted by ๐ฟ ๐ ๐๐, is given by:
๐ฟ ๐ ๐๐ =
๐!
๐ โ 1 ! ๐ โ ๐ !
๐
๐=1
๐
๐ =1
๐๐๐ฅ๐(๐)๐
๐โ1
1 + ๐ฅ๐(๐)๐
๐ โ[๐ ๐โ๐+1 +1]
(1 โ 1 + ๐ฅ๐(๐)๐
๐ โ๐
)
๐โ1
.
The log-likelihood function denoted by ๐ ๐ ๐๐ will be as follows:
๐ ๐ ๐๐ = ๐ + ๐๐๐๐ + ๐ โ 1 ๐๐ ๐ฅ๐ ๐ ๐
๐
๐=1
๐
๐ =1
โ ๐ ๐ โ ๐ + 1 + 1 ๐๐ 1 + ๐ฅ๐ ๐ ๐
๐
๐
๐=1
+ (๐ โ 1)
๐
๐=1
๐๐ 1 โ (1 + ๐ฅ๐ ๐ ๐
๐
)โ๐
],
4. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
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where ๐ is a constant. The first partial derivative of log-likelihood function with respect to ๐ is given by:
๐๐ ๐ ๐๐
๐๐
=
๐
๐
โ ๐ โ ๐ + 1๐
๐=1
๐
๐ =1 ln 1 + ๐ฅ๐ ๐ ๐
๐
โ ๐ โ 1
ln 1+๐ฅ ๐ ๐ ๐
๐
1+๐ฅ ๐ ๐ ๐
๐
๐
โ1
] = 0. (8)
By similar way, let {๐1 1 ๐ , ๐2 2 ๐ , โฆ , ๐๐ ๐ ๐ ; ๐ = 1, โฆ , ๐}denote the ranked set sample of size ๐ = ๐๐ from
Burr (๐, ๐), and applying a similar procedure described above the first partial derivative of log-likelihood
function with respect to ๐ is given as follows
๐๐ ๐ ๐๐
๐๐
=
๐
๐
โ ๐ โ ๐ + 1๐
๐ =1
๐
๐ =1 ln 1 + ๐ฆ๐ ๐ ๐
๐
โ ๐ โ 1
ln 1+๐ฆ ๐ ๐ ๐
๐
1+๐ฆ ๐ ๐ ๐
๐
๐
โ1
] = 0. (9)
Clearly, from Equations (8) and (9) it is not easy to obtain a closed form solution to get ๐and ๐. Therefore, an
iterative technique must be applied to solve these equations numerically. The MLE estimator R ๐ฎ,๐ฆ of R ๐ฎ,๐ฆ
using RSS is obtained by substituting ๐ and ๐ in Equation (4). Then R ๐ฎ,๐ฆ will be obtained as follows:
R ๐ฎ,๐ฆ = ๐ ๐๐ฟ๐ธ
๐ฆ!
๐!
๐ฆ
๐=๐ฎ (๐ ๐๐ฟ๐ธ + ๐)๐ฆ
๐=๐
โ1
, where๐ ๐๐ฟ๐ธ =
๐
๐
.(10)
IV. Maximum Likelihood Method Based on MRSS data
In the following subsections, the MLEs of R ๐ฎ,๐ฆ using the MRSS technique will be derived based on two
cases, the first case for odd set size and the second case for even set size.
4.1. MLE of R ๐ข, ๐Based on MRSS with Odd Set Size
Let {๐๐(๐)๐ , ๐ = 1,2, โฆ , ๐; ๐ = 1,2, โฆ , ๐} be a MRSS for odd set size where ๐ =
๐+1
2
. Then by direct
substitution in Equation (7), the PDF of ๐ ๐ก๐
order statistics when n is odd is given as follows:
๐๐ ๐ฅ๐ ๐ ๐ =
๐!
๐โ1 ! 2 ๐ ๐ฅ๐ ๐ ๐ ๐น ๐ฅ๐ ๐ ๐
๐โ1
1 โ ๐น ๐ฅ๐ ๐ ๐
๐โ1
, ๐ฅ๐ ๐ ๐ > 0. (11)
Let ๐1 ๐ ๐ , โฆ , ๐ ๐ ๐ ๐ is a MRSS from Burr (๐, ๐) with sample size ๐ = ๐๐, where ๐ is the set size, ๐ is the
number of cycles. Then, using Equation (11) the PDF of ๐๐(๐)๐ will be as follows:
๐๐ ๐ฅ๐ ๐ ๐ =
๐!
๐โ1 ! 2 ๐๐๐ฅ๐(๐)๐
๐โ1
1 + ๐ฅ๐(๐)๐
๐ โ(๐๐+1)
1 โ 1 + ๐ฅ๐(๐)๐
๐ โ๐ ๐โ1
, ๐ฅ๐ ๐ ๐ > 0. (12)
The likelihood function of the MRSS in case of odd set size denoted by ๐ฟ ๐๐๐
โ
is given as follows:
๐ฟ ๐๐๐
โ
=
๐!
๐ โ 1 ! 2
๐๐๐ฅ๐(๐)๐
๐โ1
๐
๐=1
๐
๐ =1
1 + ๐ฅ๐(๐)๐
๐ โ(๐๐+1)
1 โ 1 + ๐ฅ๐(๐)๐
๐ โ๐ ๐โ1
.
The log-likelihood function of ๐ฟ ๐๐๐
โ
denoted by ๐ ๐๐๐
โ
will be given as follows:
๐ ๐๐๐
โ
= ๐1 + ๐๐๐๐ + ๐ โ 1 ๐๐๐ฅ๐(๐)๐
๐
๐=1
๐
๐ =1
โ ๐๐ + 1 ln 1 + ๐ฅ๐ ๐ ๐
๐
๐
๐=1
+ (๐ โ 1)
ร ln 1 โ 1 + ๐ฅ๐ ๐ ๐
๐ โ๐
๐
๐=1
,
where๐1 is a constant. The first partial derivative of log-likelihood function with respect to ๐ is given by:
๐๐ ๐๐๐
โ
๐๐
=
๐
๐1
โ โ ๐ ln 1 + ๐ฅ๐ ๐ ๐
๐๐
๐=1
๐
๐ =1 โ (๐ โ 1)
ln 1+๐ฅ ๐ ๐ ๐
๐
1+๐ฅ ๐ ๐ ๐
๐
๐1
โ
โ1
] = 0. (13)
Similarly, let ๐1 ๐ ๐ , โฆ , ๐๐ ๐ ๐ is a MRSS from Burr (๐, ๐) with sample size ๐ = ๐๐, where ๐ is the set size, ๐
is the number of cycles and ๐ =
๐+1
2
. Then, ๐1
โ
will be obtained using a similar procedure of ๐1
โ
as follows
๐๐ ๐๐๐
โ
๐๐
=
๐
๐1
โ โ ๐ ln 1 + ๐ฆ๐ ๐ ๐
๐๐
๐ =1
๐
๐ =1 โ (๐ โ 1)
ln 1+๐ฆ ๐ ๐ ๐
๐
1+๐ฆ ๐ ๐ ๐
๐
๐1
โ
โ1
] = 0.(14)
MLEs of ๐ and ๐, say, ๐1
โ
and ๐1
โ
, respectively, are obtained as a solution of non-linear Equations (13) and (14)
using iterative technique. The MLE of R ๐ฎ, ๐ฆ denoted by ๐ ๐๐๐
โ
using MRSS is obtained by substituting ๐1
โ
and๐1
โ
in Equation (4). Then ๐ ๐๐๐
โ
will be obtained as follows:
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๐ ๐๐๐
โ
= ๐ ๐๐๐
โ
๐ฆ!
๐!
๐ฆ
๐=๐ฎ
(๐ ๐๐๐
โ
+ ๐)
๐ฆ
๐ =๐
โ1
, ๐ ๐๐๐
โ
=
๐1
โ
๐1
โ.
4.2. MLE of R ๐ข, ๐ Based on MRSS with Even Set Size
In this subsection, MLE of R ๐ฎ,๐ฆ using MRSS in case of even set size will be obtained. Let the set
{๐๐ ๐ข ๐ , ๐ = 1, โฆ , ๐ข; ๐ = 1, โฆ , ๐} โช {๐๐ ๐ข+1 ๐ , ๐ = ๐ข + 1, โฆ , ๐; ๐ = 1,2, โฆ , ๐} , be a MRSS for even set size
where ๐ข = ๐/2. Then ๐๐(๐ข)๐ and ๐๐(๐ข+1)๐ are the ๐ข ๐ก๐
and the ๐ข + 1 ๐ก๐
smallest units from the ๐ ๐ก๐
set of the
๐ ๐ก๐
cycle. By direct substitution in Equation (7) the PDFs of ๐ข ๐ก๐
and ๐ข + 1 ๐ก๐
order statistics when n is even
are given as follows:
๐๐ข ๐ฅ๐ ๐ข ๐ =
๐!
๐ข โ 1 ! ๐ข !
๐ ๐ฅ๐ ๐ข ๐ ๐น ๐ฅ๐ ๐ข ๐
๐ขโ1
1 โ ๐น ๐ฅ๐ ๐ข ๐
๐ข
, ๐ฅ๐ ๐ข ๐ > 0, (15)
and,
๐๐ข+1 ๐ฅ๐(๐ข+1)๐ =
๐!
๐ข ! ๐ข โ 1 !
๐ ๐ฅ๐(๐ข+1)๐ ๐น ๐ฅ๐(๐ข+1)๐
๐ข
1 โ ๐น ๐ฅ๐(๐ข+1)๐
๐ขโ1
, ๐ฅ๐(๐ข+1)๐ > 0. (16)
Let the set ๐1(๐ข)๐ , โฆ , ๐ ๐ ๐ข+1 ๐ ; ๐ = 1,2, โฆ , ๐ be a MRSS drawn from Burr (๐, ๐) with even set size, where
๐ข = ๐ 2 . Then,by direct substitution into Equations (15) and (16), the PDFs of ๐ข ๐ก๐
and ๐ข + 1 ๐ก๐
order
statistics when ๐ is even are given as follows:
๐๐ข ๐ฅ๐ ๐ข ๐ =
๐!
๐ข โ 1 ! ๐ข !
๐๐๐ฅ๐(๐ข)๐
๐โ1
1 + ๐ฅ๐(๐ข)๐
๐ โ(๐(๐ข+1)+1)
1 โ 1 + ๐ฅ๐(๐ข)๐
๐ โ๐ ๐ขโ1
, ๐ฅ๐ ๐ข ๐ > 0,
and
๐๐ข+1 ๐ฅ๐(๐ข+1)๐ =
๐!
๐ข ! ๐ข โ 1 !
๐๐๐ฅ๐(๐ข+1)๐
๐โ1
1 + ๐ฅ๐(๐ข+1)๐
๐ โ(๐๐ข +1)
1 โ 1 + ๐ฅ๐(๐ข+1)๐
๐ โ๐ ๐ข
, ๐ฅ๐(๐ข+1)๐ > 0.
The Likelihood function denoted by ๐ฟ ๐๐ฃ๐๐
โ
is given as follows:
๐ฟ ๐๐ฃ๐๐
โ
= ๐๐ข ๐ฅ๐ ๐ข ๐
๐ข
๐=1
๐๐ข+1 ๐ฅ๐(๐ข+1)๐
๐
๐=๐ข+1
.
๐
๐ =1
Then, log- likelihood function of ๐ฟ ๐๐ฃ๐๐
โ
denoted by ๐ ๐๐ฃ๐๐
โ
will be as follows:
๐ ๐๐ฃ๐๐
โ
= ๐2 + ๐๐๐๐ + ๐ โ 1 ๐๐๐ฅ๐ ๐ข ๐
๐ข
๐=1
+ ๐๐๐ฅ๐ ๐ข+1 ๐
๐
๐=๐ข+1
๐
๐ =1
โ ๐ ๐ข + 1 + 1
๐
๐ =1
ร ๐๐ 1 + ๐ฅ๐ ๐ข ๐
๐
๐ข
๐=1
+ ๐๐ข + 1 ๐๐
๐
๐=๐ข+1
1 + ๐ฅ๐ ๐ข+1 ๐
๐
+ ๐ข โ 1 ๐๐
๐ข
๐=1
๐
๐ =1
1 โ 1 + ๐ฅ๐ ๐ข ๐
๐ โ๐
+ ๐ข ๐๐
๐
๐=๐ข+1
1 โ 1 + ๐ฅ๐ ๐ข+1 ๐
๐ โ๐
,
where๐2 is a constant. The first partial derivative of log-likelihood function with respect to b is given by:
๐๐ ๐๐ฃ๐๐
โ
๐๐
=
๐
๐2
โ โ ๐ข + 1 ๐๐ 1 + ๐ฅ๐ ๐ข ๐
๐
๐ข
๐=1
๐
๐ =1
+ ๐ข ๐๐ 1 + ๐ฅ๐ ๐ข+1 ๐
๐
๐
๐=๐ข+1
+ (๐ข โ 1)
๐
๐ =1
๐๐ 1 + ๐ฅ๐ ๐ข ๐
๐
1 + ๐ฅ๐ ๐ข ๐
๐ ๐2
โ
โ 1
๐ข
๐=1
+ ๐ข
๐๐ 1 + ๐ฅ๐ ๐ข+1 ๐
๐
1 + ๐ฅ๐ ๐ข+1 ๐
๐ ๐2
โ
โ 1
๐
๐=๐ข+1
] = 0. (17)
Let the set {๐1(๐ฃ)๐ , โฆ , ๐๐ฃ ๐ฃ ๐ ; ๐ = 1,2, โฆ , ๐} โช {๐๐ฃ+1 ๐ฃ+1 ๐ , โฆ , ๐๐ ๐ฃ+1 ๐ ; ๐ = 1,2, โฆ , ๐} , be a MRSS drawn
from Burr (๐, ๐) with even set size where ๐ฃ = ๐ 2. Then by using similar procedure, ๐2
โ
will be obtained using
MRSS in case of even set size as follows:
๐๐ ๐๐ฃ๐๐
โ
๐๐
=
๐
๐2
โ โ [ ๐ฃ + 1
๐
๐ =1
๐๐
๐ฃ
๐ =1
1 + ๐ฆ๐ ๐ฃ ๐
๐
+ ๐ฃ ๐๐ 1 + ๐ฆ๐ ๐ฃ+1 ๐
๐
๐
๐=๐ฃ+1
+ [(๐ฃ โ 1)
๐
๐ =1
๐๐ 1 + ๐ฆ๐ ๐ฃ ๐
๐
1 + ๐ฆ๐ ๐ฃ ๐
๐ ๐2
โ
โ 1
๐ฃ
๐=1
+
๐ฃ๐๐ 1 + ๐ฆ๐ ๐ฃ+1 ๐
๐
1 + ๐ฆ๐ ๐ฃ+1 ๐
๐ ๐2
โ
โ 1
]
๐
๐ =๐ฃ+1
= 0. (18)
6. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
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Solving Equations (17) and (18) iteratively to get the MLEs of ๐ and ๐for MRSS data in case of even set
size. The MLE of R ๐ฎ,๐ฆ denoted by ๐ ๐๐ฃ๐๐
โ
using MRSS is obtained by substituting the MLEs of ๐ and ๐ denoted
by ๐2
โ
and ๐2
โ
in Equation (4). Then ๐ ๐๐ฃ๐๐
โ
will be as follows:
๐ ๐๐ฃ๐๐
โ
= ๐๐๐ฃ๐๐
โ
๐ฆ!
๐!
๐ฆ
๐=๐ฎ
(๐๐๐ฃ๐๐
โ
+ ๐)
๐
๐ =๐
โ1
, ๐๐๐ฃ๐๐
โ
=
๐2
โ
๐2
โ.
V. Maximum Likelihood Method Based on ERSS data
In the following subsections, MLE of R ๐ฎ,๐ฆ is derived under ERSS technique for both odd and even set
sizes.
5.1 MLE of R ๐ข, ๐ Based on ERSS with Odd Set Size
To obtain MLE of R ๐ฎ,๐ฆ based on ERSS in case of odd set size, let{๐๐ 1 ๐ , ๐ = 1, . . , ๐ โ 1; ๐ = 1, . . , ๐} and
๐๐ ๐ ๐ , ๐ = ๐, โฆ , ๐ โ 1; ๐ = 1,2, โฆ , ๐ are the smallest and largest order statistics from Burr ๐, ๐ , where ๐ is
the set size, ๐ is the number of cycles. Therefore, the PDFs of ๐๐ 1 ๐ and ๐๐ ๐ ๐ are given as follows:
๐1 ๐ฅ๐ 1 ๐ = ๐๐๐ ๐ฅ๐ 1 ๐
๐โ1
1 + ๐ฅ๐ 1 ๐
๐ โ(๐๐+1)
, ๐ฅ๐ 1 ๐ > 0, (19)
and
๐๐ ๐ฅ๐ ๐ ๐ = ๐๐๐ ๐ฅ๐ ๐ ๐
๐โ1
1 + ๐ฅ๐ ๐ ๐
๐ โ(๐+1)
1 โ 1 + ๐ฅ๐ ๐ ๐
๐ โ๐ ๐โ1
, ๐ฅ๐ ๐ ๐ > 0. (20)
let{๐๐ ๐ ๐ , ๐ = 1,2, โฆ , ๐} is the ๐ ๐ก๐
order statistics from Burr ๐, ๐ , where the PDF of ๐ ๐ก๐
order statistics is
obtained in (12). The likelihood function of observed sample based on ERSS in case of odd set size, denoted
by๐ฟ ๐๐๐
โโ
, is given as follows:
๐ฟ ๐๐๐
โโ
= ๐๐ ๐ฅ ๐(๐)๐ ๐1 ๐ฅ๐ 1 ๐
๐โ1
๐=1
๐
๐ =1
๐๐ ๐ฅ๐ ๐ ๐
๐โ1
๐=๐
.
The log-likelihood function denoted by ๐ ๐๐๐
โโ
is given as follows:
๐ ๐๐๐
โโ
= ๐3 + ๐๐๐๐ + (๐ โ 1) [
๐
๐ =1
๐๐
๐โ1
๐=1
๐ฅ๐ 1 ๐ + ๐๐๐ฅ๐ ๐ ๐
๐โ1
๐=๐
] โ [
๐
๐ =1
๐๐ + 1
ร ๐๐
๐โ1
๐=1
1 + ๐ฅ๐ 1 ๐
๐
+ ๐ + 1 ln
๐โ1
๐=๐
1 + ๐ฅ๐ ๐ ๐
๐
โ ๐ โ 1 ๐๐
๐โ1
๐=๐
[1 โ 1 + ๐ฅ๐ ๐ ๐
๐ โ๐
]]
+ [ ๐ โ 1 ๐๐๐ฅ๐ ๐ ๐
๐
๐ =1
โ ๐๐ + 1 ln 1 + ๐ฅ๐ ๐ ๐
๐
+ ๐ โ 1 lnโก[1 โ 1 + ๐ฅ๐ ๐ ๐
๐ โb
] ,
where๐3 is a constant. The first partial derivative of log-likelihood function with respect to ๐ is given by:
๐๐ ๐๐ ๐
โโ
๐๐
=
๐
๐1
โโ โ [
๐
๐ =1
๐ lnโก(1 + ๐ฅ๐ 1 ๐
๐
)
๐โ1
๐=1
+ ln 1 + ๐ฅ๐ ๐ ๐
๐
๐โ1
๐=๐
+ ๐๐๐ 1 + ๐ฅ๐ ๐ ๐
๐
+ [
๐
๐ =1
(๐ โ 1)lnโก(1 + ๐ฅ๐ ๐ ๐
๐
)
(1 + ๐ฅ๐ ๐ ๐
๐
) ๐1
โโ
โ 1
๐โ1
๐=๐
+
(๐ โ 1) ln 1 + ๐ฅ๐ ๐ ๐
๐
1 + ๐ฅ๐ ๐ ๐
๐ ๐1
โโ
โ 1
] = 0. (21)
Similarly, let ๐๐ 1 ๐ , ๐ = 1, . . , ๐ โ 1; ๐ = 1,2, . . . ๐ , {๐๐ ๐ ๐ , ๐ = ๐, โฆ , ๐ โ 1; ๐ = 1,2, โฆ , ๐}are the smallest and
largest order statistics from Burr ๐, ๐ , where ๐ is the set size, ๐ is the number of cycles. let {๐๐ ๐ ๐ , ๐ = 1, โฆ , ๐}
is the ๐๐ก๐
order statistics from Burr ๐, ๐ . Then, ๐1
โโ
will be obtained using the above similar procedure as
follows:
๐๐ ๐๐๐
โโ
๐๐
=
๐
๐1
โโ โ [
๐
๐ =1
๐ lnโก(1 + ๐ฆ๐ 1 ๐
๐
)
๐โ1
๐ =1
+ ln 1 + ๐ฆ๐ ๐ ๐
๐
+ ๐๐๐ 1 + ๐ฆ๐ ๐ ๐
๐
๐โ1
๐=๐
]
+ [
๐
๐ =1
(๐ โ 1)
๐โ1
๐ =๐
lnโก(1 + ๐ฆ๐ ๐ ๐
๐
)
(1 + ๐ฆ๐ ๐ ๐
๐
) ๐1
โโ
โ 1
+ ๐ โ 1
ln 1 + ๐ฆ๐ ๐ ๐
๐
1 + ๐ฆ๐ ๐ ๐
๐ ๐1
โโ
โ 1
] = 0. (22)
7. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
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From Equations (21) and (22) MLEs of ๐ and ๐ denoted by ๐1
โโ
and ๐1
โโ
are obtained by using iterative
technique. Then ๐ ๐๐๐
โโ
will be obtained by substituting ๐1
โโ
and ๐1
โโ
in Equation (4).
5.2 MLE ofR ๐ข, ๐Based on ERSS with Even Set Size
To obtain MLE of R ๐ฎ,๐ฆ based on ERSS in case of odd set size, let ๐๐ 1 ๐ , ๐ = 1,2, โฆ , ๐ข; ๐ = 1,2, โฆ , ๐ and
๐๐ ๐ ๐ , ๐ = ๐ข + 1, โฆ , ๐; ๐ = 1,2, โฆ , ๐ are the smallest and largest order statistics from Burr (๐, ๐) with PDFs
(19) and (20).
The likelihood function of observed sample using ERSS in case of even set size denoted by ๐ฟ ๐๐ฃ๐๐
โโ
is given as
follows:
๐ฟ ๐๐ฃ๐๐
โโ
= ๐1 ๐ฅ๐ 1 ๐
๐ข
๐=1
๐
๐ =1
๐๐ ๐ฅ๐ ๐ ๐
๐
๐=๐ข+1
.
Then the log-likelihood function of ๐ฟ ๐๐ฃ๐๐
โโ
denoted by ๐ ๐๐ฃ๐๐
โโ
will be as follows:
๐ ๐๐ฃ๐๐
โโ
= ๐4 + ๐๐๐๐ + ๐ โ 1 [
๐
๐ =1
๐๐๐ฅ๐ 1 ๐
๐ข
๐=1
+ ๐๐๐ฅ๐ ๐ ๐
๐
๐=๐ข+1
] โ [
๐
๐ =1
(๐๐ + 1)
ร ๐๐ 1 + ๐ฅ๐ 1 ๐
๐
๐ข
๐=1
+ ๐ + 1 ๐๐ 1 + ๐ฅ๐ ๐ ๐
๐
๐
๐=๐ข+1
โ ๐ โ 1
๐
๐=๐ข+1
ln 1 โ 1 + ๐ฅ๐ ๐ ๐
๐ โ๐
, (23)
where๐4 is a constant. The first partial derivative of log-likelihood function with respect to b is given by:
๐๐ ๐๐ฃ๐๐
โโ
๐๐
=
๐
๐2
โโ โ [
๐
๐ =1
๐ ๐๐
๐ข
๐=1
1 + ๐ฅ๐ 1 ๐
๐
+ ๐๐ 1 + ๐ฅ๐ ๐ ๐
๐
๐
๐=๐ข+1
โ
(๐ โ 1)๐๐ 1 + ๐ฅ๐ ๐ ๐
๐
1 + ๐ฅ๐ ๐ ๐
๐ ๐2
โโ
โ 1
๐
๐=๐ข+1
] = 0. (24)
Similarly, let ๐1 1 ๐ , โฆ , ๐๐ฃ 1 ๐ ; ๐ = 1,2, โฆ , ๐ and ๐๐ฃ+1 ๐ ๐ , โฆ , ๐๐ ๐ ๐ ; ๐ = 1,2, โฆ , ๐ are ERSS from Burr
(๐, ๐) with sample size ๐ = ๐๐, where ๐ is the set size, ๐ is the number of cycles. Then, ๐2
โโ
will be obtained
by using a similar procedure as follows
๐๐ ๐๐ฃ๐๐
โโ
๐๐
=
๐
๐2
โโ โ [
๐
๐ =1
๐ ๐๐ 1 + ๐ฆ๐ 1 ๐
๐
๐ฃ
๐ =1
+ ๐๐ 1 + ๐ฆ๐ ๐ ๐
๐
๐
๐=๐ฃ+1
โ
(๐ โ 1)๐๐ 1 + ๐ฆ๐ ๐ ๐
๐
1 + ๐ฆ๐ ๐ ๐
๐ ๐2
โโ
โ 1
๐
๐=๐ฃ+1
]
= 0. (25)
An iterative technique must be applied to obtain estimates of ๐ and ๐, denoted by ๐2
โโ
and ๐2
โโ
, respectively,
by solving Equations (24) and (25). The MLE of R ๐ฎ,๐ฆdenoted by ๐ ๐๐ฃ๐๐
โโ
using ERSS is obtained by direct
substitution ๐2
โโ
and ๐2
โโ
in Equation (4). Then ๐ ๐๐ฃ๐๐
โโ
will be obtained as follows:
๐ ๐๐ฃ๐๐
โโ
= ๐๐๐ฃ๐๐
โโ
๐ฆ!
๐!
๐ฆ
๐=๐ฎ
(๐๐๐ฃ๐๐
โโ
+ ๐)
๐ฆ
๐ =๐
โ1
,
where ๐๐๐ฃ๐๐
โโ
=
๐2
โโ
๐2
โโ.
VI. Maximum Likelihood Method Based on PRSS data
In this section, MLE of R ๐ฎ,๐ฆis derived under PRSS technique depending on odd and even set sizes. The two
cases are separately considered in the following subsections.
6.1 MLE of R ๐ข, ๐ Based on PRSS Data with Odd Set Size
Let ๐1 and ๐2 be the nearest integer values of ๐ (๐ + 1) and ๐ก(๐ + 1) respectively, where 0 < ๐ โค 0.5and
๐ก = 1 โ ๐ . Then for odd set size, the PRSS is the set: ๐๐ ๐1 ๐ , ๐ = 1, โฆ , ๐ โ 1; ๐ = 1, โฆ , ๐ โช ๐๐ ๐2 ๐ , ๐ =
๐,โฆ,๐โ1;๐ =1,โฆ,๐โช๐๐๐๐ ,๐ =1,2,โฆ,๐, where ๐=๐+12. Then using Equation (7) the PDFs of ๐1๐ก๐and ๐2๐ก๐
order statistics are given as follows:
๐๐1
๐ฅ๐(๐1)๐ =
๐!
๐โ๐1 ! ๐1โ1 !
๐น ๐ฅ๐(๐1)๐
๐1โ1
1 โ ๐น ๐ฅ๐(๐1)๐
๐โ๐1
๐ ๐ฅ๐(๐1)๐ , (26)
and
๐๐2
๐ฅ๐(๐2)๐ =
๐!
๐โ๐2 ! ๐2โ1 !
๐น ๐ฅ๐(๐2)๐
๐2โ1
1 โ ๐น ๐ฅ๐(๐2)๐
๐โ๐2
๐ ๐ฅ๐(๐2)๐ . (27)
The PDF of ๐ ๐ก๐
order statistics was defined in Equation (11).
Let ๐1 ๐1 ๐ , โฆ , ๐๐โ1 ๐1 ๐ , ๐๐ ๐2 ๐ , โฆ , ๐ ๐โ1 ๐2 ๐ , ๐ ๐ ๐ ๐ is a PRSS from Burr (๐, ๐) with sample size ๐ = ๐๐,
where ๐ is the set size and ๐ is the number of cycles. Then using Equations (26) and (27) the PDFs of ๐๐ ๐1 ๐
and ๐๐ ๐2 ๐ will be as follows:
8. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
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๐๐1
๐ฅ๐(๐1)๐ =
๐!
๐โ๐1 ! ๐1โ1 !
๐๐๐ฅ๐(๐1)๐
๐โ1
1 + ๐ฅ๐(๐1)๐
๐ โ[๐ ๐โ๐1+1 +1]
(1 โ 1 + ๐ฅ๐(๐1)๐
๐ โ๐
)
๐1โ1
, ๐ฅ๐(๐1)๐ > 0, (28)
and
๐๐2
๐ฅ๐(๐2)๐ =
๐!
๐โ๐2 ! ๐2โ1 !
๐๐๐ฅ๐(๐2)๐
๐โ1
1 + ๐ฅ๐(๐2)๐
๐ โ[๐ ๐โ๐2+1 +1]
(1 โ 1 + ๐ฅ๐(๐2)๐
๐ โ๐
)
๐2โ1
. ๐ฅ๐(๐2 )๐ > 0. (29)
While the PDF of ๐๐ ๐ ๐ was defined in Equation (12).
The likelihood function of the observed PRSS in case of odd set size denoted by ๐ฟ ๐๐๐ is given by:
๐ฟ ๐๐๐ = ๐๐ ๐ ๐ ๐ ๐ ๐๐1
๐ฅ๐(๐1)๐ ๐๐2
๐ฅ๐(๐2)๐
๐โ1
๐=๐
๐โ1
๐=1
.
๐
๐ =1
The log-likelihood function of ๐ฟ ๐๐๐ denoted by ๐ ๐๐๐ will be as follows:
๐ ๐๐๐ = ๐5 + ๐๐๐๐ + ๐ โ 1 ๐๐ ๐ฅ๐ ๐1 ๐
๐โ1
๐=1
๐
๐ =1
+ ๐๐ ๐ฅ๐(๐2)๐
๐โ1
๐=๐
+ ln ๐ฅ ๐ ๐ ๐ ]
โ [ ๐ ๐ โ ๐1 + 1 + 1 ๐๐
๐โ1
๐=1
๐
๐ =1
1 + ๐ฅ๐ ๐1 ๐
๐
+ ๐ ๐ โ ๐2 + 1 + 1 ๐๐
๐โ1
๐=๐
1 + ๐ฅ๐ ๐2 ๐
๐
+ ๐๐ + 1 ๐๐ 1 + ๐ฅ ๐ ๐ ๐
๐
+ ๐1 โ 1
๐
๐ =1
ร ๐๐
๐โ1
๐=1
1 โ 1 + ๐ฅ๐ ๐1 ๐
๐ โ๐
+ ๐2 โ 1
ร ๐๐
๐โ1
๐=๐
1 โ 1 + ๐ฅ๐ ๐2 ๐
๐ โ๐
+ ๐ โ 1 ๐๐ 1 โ 1 + ๐ฅ ๐ ๐ ๐
๐ โ๐
],
where๐5 is a constant. The first partial derivative of b is given by:
๐๐ ๐๐๐
๐๐
=
๐
๐1
โ [
๐
๐ =1
๐ โ ๐1 + 1 ๐๐
๐โ1
๐=1
1 + ๐ฅ๐ ๐1 ๐
๐
+ ๐ โ ๐2 + 1 ๐๐
๐โ1
๐=๐
1 + ๐ฅ๐ ๐2 ๐
๐
+ ๐๐๐ 1 + ๐ฅ ๐ ๐ ๐
๐
โ(๐1 โ 1)
๐๐ 1 + ๐ฅ๐ ๐1 ๐
๐
1 + ๐ฅ๐ ๐1 ๐
๐ ๐1
โ 1
๐โ1
๐=1
โ
๐2 โ 1 ๐๐ 1 + ๐ฅ๐ ๐2 ๐
๐
1 + ๐ฅ๐ ๐2 ๐
๐ ๐1
โ 1
๐โ1
๐=๐
โ ๐ โ 1
๐๐ 1 + ๐ฅ ๐ ๐ ๐
๐
1 + ๐ฅ ๐ ๐ ๐
๐ ๐1
โ 1
] = 0. (30)
Similarly, let ๐1 and ๐2 be the nearest integer values of ๐ (๐ + 1) and ๐ก(๐ + 1) respectively. Then for odd
set size, the PRSS is the set ๐๐ ๐1 ๐ , ๐ = 1, . . , ๐ โ 1; ๐ = 1, โฆ , ๐ โช ๐๐ ๐2 ๐ , ๐ = ๐, . . , ๐ โ 1; ๐ = 1, โฆ , ๐ โช
๐๐ ๐ ๐ , ๐ = 1,2, โฆ , ๐ , where ๐ = ๐ + 1 2. Then, ๐1 will be obtained using a similar procedure as follows:
๐๐ ๐๐๐
๐๐
=
๐
๐1
โ [
๐
๐ =1
๐ โ ๐1 + 1 ๐๐
๐โ1
๐ =1
1 + ๐ฆ๐ ๐1 ๐
๐
+ ๐ โ ๐2 + 1 ๐๐
๐โ1
๐=๐
1 + ๐ฆ๐ ๐2 ๐
๐
+๐๐๐ 1 + ๐ฆ ๐ ๐ ๐
๐
] โ ๐1 โ 1
ln 1 + ๐ฆ๐ ๐1 ๐
๐
1 + ๐ฆ๐ ๐1 ๐
๐ ๐1
โ 1
๐โ1
๐ =1
โ ๐2 โ 1
๐๐ 1 + ๐ฆ๐ ๐2 ๐
๐
1 + ๐ฆ๐ ๐2 ๐
๐ ๐1
โ 1
๐โ1
๐ =๐
โ ๐ โ 1
๐๐ 1 + ๐ฆ ๐ ๐ ๐
๐
1 + ๐ฆ ๐ ๐ ๐
๐ ๐1
โ 1
= 0. (31)
Obviously, there is no closed form solution to non-linear Equations (30) and (31). Therefore, an appropriate
numerical technique is applied. Then ๐ ๐๐๐ will be obtained by substituting ๐1 and ๐1 in Equation (4).
6.2 MLE of R ๐ข,๐ Based on PRSS Data with Even Set Size
In this subsection, MLE of R ๐ฎ,๐ฆ is derived under PRSS approach depending on even set size. Let๐1, ๐2, ๐
and ๐ก be defined as in previous subsection (6.1), then for even set size, the PRSS is the set ๐๐ ๐1 ๐ , ๐ =
1,โฆ,๐ข ; ๐ =1 ,โฆ,๐ โช ๐๐๐2๐ ,๐=๐ข+1,โฆ,๐;๐ =1,โฆ,๐, where, ๐ข=๐2. Then the PDFs of ๐1๐ก๐and ๐2๐ก๐ order
statistics are given in Equations (26) and (27). Let ๐1 ๐1 ๐ , โฆ , ๐ ๐ ๐2 ๐ is PRSS from Burr (๐, ๐) with sample
size ๐ = ๐๐, where ๐ is the set size, ๐ is the number of cycles. The PDFs of ๐๐ ๐1 ๐ and ๐๐ ๐2 ๐ are givenin
Equations (28) and (29).
The likelihood function of observed PRSS in case of even set size denoted by ๐ฟ ๐๐ฃ๐๐ is given by:
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๐ฟ ๐๐ฃ๐๐ = ๐๐1
๐ฅ๐(๐1)๐ ๐๐2
๐ฅ๐(๐2)๐
๐
๐=๐ข+1
๐ข
๐=1
.
๐
๐ =1
The log-likelihood function of PRSS data in case of even set size denoted by ๐ ๐๐ฃ๐๐ is given by:
๐ ๐๐ฃ๐๐ = ๐6 + ๐๐๐๐ + ๐ โ 1 ๐๐
๐ข
๐=1
๐
๐ =1
๐ฅ๐ ๐1 ๐ + ๐๐ ๐ฅ๐(๐2)๐
๐
๐=๐ข+1
] + ๐1 โ 1 ๐๐
๐ข
๐=1
๐
๐ =1
1 โ 1 + ๐ฅ๐ ๐1 ๐
๐ โ๐
+ ๐2 โ 1 lnโก
๐
๐=๐ข+1
1 โ 1 + ๐ฅ๐ ๐2 ๐
๐ โ๐
โ ๐ ๐ โ ๐1 + 1 + 1
๐๐ 1 + ๐ฅ๐ ๐1 ๐
๐
โ ๐ ๐ โ ๐2 + 1 + 1
๐ข
๐=1
๐๐ 1 + ๐ฅ๐ ๐2 ๐
๐
๐
๐=๐ข+1
,
where ๐6 is a constant. The first partial derivative of log-likelihood function with respect to ๐ is given by:
๐๐ ๐๐ฃ๐๐
๐๐
=
๐
๐2
+ [
๐
๐ =1
(๐1 โ 1)
๐๐ 1 + ๐ฅ๐ ๐1 ๐
๐
1 + ๐ฅ๐ ๐1 ๐
๐ ๐2
โ 1
๐ข
๐=1
+ ๐2 โ 1
๐๐ 1 + ๐ฅ๐ ๐2 ๐
๐
1 + ๐ฅ๐ ๐2 ๐
๐ ๐2
โ 1
๐
๐=๐ข+1
โ[(๐ โ ๐1 + 1) ร ๐๐ 1 + ๐ฅ๐ ๐1 ๐
๐
๐ข
๐=1
+ ๐ โ ๐2 + 1 ๐๐
๐
๐=๐ข+1
1 + ๐ฅ๐ ๐2 ๐
๐
]] = 0. (32)
Similarly, let the set ๐๐ ๐1 ๐ , ๐ = 1, . . , ๐ฃ; ๐ = 1, โฆ , ๐ โช ๐๐ ๐2 ๐ , ๐ = ๐ฃ + 1, . . , ๐; ๐ = 1, โฆ , ๐ is the PRSS
for even set size, where ๐ฃ = ๐ 2. Let ๐1 ๐1 ๐ , โฆ , ๐๐ฃ ๐1 ๐ , ๐๐ฃ+1 ๐2 ๐ , โฆ , ๐๐ ๐2 ๐ is a PRSS from Burr (๐, ๐)
with sample size ๐ = ๐๐, where ๐ is the set size, ๐ is the number of cycles. Then,๐2 will be obtained using a
similar procedure as follows:
๐๐ ๐๐ฃ๐๐
๐๐
=
๐
๐2
+ (๐1 โ 1)
๐๐ 1 + ๐ฆ๐ ๐1 ๐
๐
1 + ๐ฆ๐ ๐1 ๐
๐ ๐2
โ 1
+ (๐2 โ 1)
๐๐ 1 + ๐ฆ๐ ๐2 ๐
๐
1 + ๐ฆ๐ ๐2 ๐
๐ ๐2
โ 1
๐
๐=๐ฃ+1
๐ฃ
๐=1
๐
๐ =1
โ ๐ โ ๐1 + 1 ๐๐ 1 + ๐ฆ๐ ๐1 ๐
๐๐ฃ
๐=1 + ๐ โ ๐2 + 1 ๐๐ 1 + ๐ฆ๐ ๐2 ๐
๐๐
๐=๐ฃ+1 = 0. (33)
To obtain ๐2 and ๐2, an appropriate numerical technique can be used to solve analytically Equations (32)
and (33). Then ๐ ๐๐ฃ๐๐ will be obtained by substituting ๐2 and ๐2 in Equation (4).
VI. Numerical Study
In this study, the reliability estimators in multicomponent stress strength model following Burr type XII
distributions based on RSS and some of its modifications will be compared, paying attention to the odd and even
set size namely, ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and๐ ๐๐ฃ๐๐ , to the estimator ๐ ๐๐ฟ๐ธ based on SRS data. The
comparison will be performed using MSEs and efficiencies. The efficiencies of these estimators will be reported
with respect to ๐ ๐๐ฟ๐ธ . The efficiencies of these estimators depend on ๐ and ๐ through the ratio ๐ =
๐
๐
.
1000 random samples of sizes ๐ = ๐๐ and ๐ = ๐๐ from the stress and strength populations are generated
respectively, where ๐ = ๐ = 3,4,5,6,7,8 and ๐ = 10 is the number of cycles. The ratio ๐ is selected as 0.1, 0.5,
1, 2 and 6.MSEs and efficiencies will be reported in Tables 1 โ 8 and represented through Figures 1 โ 4. From
these tables many observations can be made on the performance of different estimators.
1- MSEs of ๐ ๐๐ฟ๐ธ based on SRS are greater than MSEs of all
estimators๐ ๐๐ฟ๐ธ, ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ based on RSS, MRSS, ERSS and PRSS data
respectively.
2- In case of odd set size, MSEs of ๐ ๐๐๐ based on PRSS data at s = 0.40 are the smallest one in all cases
except at ๐ =2, ๐, ๐ = 5,5 and (๐ฎ, ๐ฆ) = (1,4) .
3- In case of even set size, MSEs of ๐ ๐๐ฃ๐๐ based on PRSS data at s = 0.30are the smallest one in almost all
cases.
4- In all cases, MSEs of all estimators ๐ ๐๐ฟ๐ธ ,๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and๐ ๐๐ฃ๐๐ decrease as the set
sizes increase at the same value of ๐.
5- In case of ๐ฎ, ๐ฆ = 2,4 , MSEs of all estimators๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐
increase as the value of ๐ increases up to ๐ = 1, then MSEs decrease as the value of ๐ increases in all
cases. (See for example Figure (1)).
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Figure (1): MSEs of the estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ,๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
and๐ ๐๐๐ for odd set size at(๐ฎ, ๐ฆ) = 2,4 where
(๐, ๐) = (3,3)and s = 0.40.
6. In case of parallel system at (๐ฎ, ๐ฆ) = (1,4) MSEs of all estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
,
๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ increase as the value of ๐ increases up to ๐ = 0.5 then MSEs decrease as the value of
๐ increases in all cases. (See for example Figure (2)).
Figure (2): MSEs of the estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ, ๐ ๐๐ฃ๐๐
โ , ๐ ๐๐ฃ๐๐
โโ and ๐ ๐๐ฃ๐๐ for even set size at (๐ฎ, ๐ฆ) = 1,4 where (๐, ๐) =
(6,6) and s = 0.30.
7. In case of series system at ๐ฎ, ๐ฆ = 4,4 MSEs of all estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
,
๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ increase as the value of ๐ increases, in all cases. (See for example Figure (3)).
Figure (3): MSEs of the estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ,๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
and ๐ ๐๐๐ for odd set size at (๐ฎ, ๐ฆ) = 4,4 where
(๐, ๐) = (3,3)and s = 0.40.
0
0.001
0.002
0.003
0.004
0.005
0.006
0.007
ฯ =0.1 ฯ =0.5 ฯ =1 ฯ =2 ฯ =6
MSE(R^MLE) MSE(R~MLE) MSE(R*odd)
MSE(R**odd) MSE(R`odd)
0
0.0005
0.001
0.0015
0.002
0.0025
0.003
0.0035
ฯ =0.1 ฯ =0.5 ฯ =1 ฯ =2 ฯ =6
MSE(R^MLE) MSE(R~MLE) MSE(R*even)
MSE(R**even) MSE(R`even)
0
0.001
0.002
0.003
0.004
MSE(R^MLE) MSE(R~MLE) MSE(R*odd) MSE(R**odd) MSE(R`odd)
ฯ =0.1 ฯ =0.5 ฯ =1 ฯ =2 ฯ =6
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8. For the special case ๐ฎ = ๐ฆ = 1, MSEs of all estimators๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and
๐ ๐๐ฃ๐๐ increase as the value of ๐ increases up to ๐ = 1, then MSEsdecrease as the value of ๐ increases in
all cases. (See for example Figure (4)).
Figure (4): MSEs of the estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ, ๐ ๐๐ฃ๐๐
โ
๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ for even set size at (๐ฎ, ๐ฆ) = 1,1 where (๐, ๐) =
(6,6) and s = 0.30.
9. In case of odd set size, the efficiencies of ๐ ๐๐๐ based on PRSS data at s = 0.40 are the largest comparing
to the other estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
.
10. In case of even set size, the efficiencies of ๐ ๐๐ฃ๐๐ based on PRSS data at s = 0.30 are the largest comparing
to the other estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
.
11. In all cases, efficiencies of all estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ increase as the
set sizes increase at the same value of ๐.
12. In almost all cases, in case of ๐ฎ, ๐ฆ = 2,4 efficiencies of all estimators
๐ ๐๐ฟ๐ธ, ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and๐ ๐๐ฃ๐๐ decrease as the value of ๐ increases up to ๐ = 1, then
the efficiencies increase as the value of ๐ increases.
13. In almost all cases, in case of parallel system at (๐ฎ, ๐ฆ) = (1,4) the efficiencies of all estimators
๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and ๐ ๐๐ฃ๐๐ decrease as the value of ๐ increases up to
๐ = 0.5,then the efficienciesincrease as the value of ๐ increases.
14. In almost all cases, in case of series system at (๐ฎ, ๐ฆ) = (4,4) the efficiencies of all estimators ๐ ๐๐ฟ๐ธ ,
๐ ๐๐ฟ๐ธ, ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and๐ ๐๐ฃ๐๐ decrease as the value of ๐ increases.
15. For the special case ๐ฎ = ๐ฆ = 1, the efficiencies of all estimators ๐ ๐๐ฟ๐ธ , ๐ ๐๐ฟ๐ธ , ๐ ๐๐๐
โ
, ๐ ๐๐๐
โโ
, ๐ ๐๐๐ , ๐ ๐๐ฃ๐๐
โ
, ๐ ๐๐ฃ๐๐
โโ
and๐ ๐๐ฃ๐๐ decrease as the value of ๐ increases up to ๐ = 1, then the efficiencies increase as the
value of ๐ increases in almost all cases.
VII. Conclusions
The goal of this article is to estimate the multicomponent stress-strength model using maximum likelihood
method of estimation based on RSS, MRSS, ERSS, and PRSS techniques when the strengths and the stress
follow Burr XII distributions.
From the simulation results, the estimators of R ๐ฎ,๐ฆ based on PRSS, MRSS, RSS and ERSS, respectively
dominate the corresponding estimator based on SRS data in all cases.
In all cases, MSEs of all estimators based on RSS technique and its modifications are smaller than the
corresponding MSEs depend on SRS approach. In addition, MSEs of all estimators decrease as the set sizes
increase.
It is clear from the simulation study that the efficiency of all estimators' increases as the set size
increases. In case of odd set size, MLE of R ๐ฎ,๐ฆbased on PRSS at s = 0.40 is moreefficient than the other
sampling approaches, namely MRSS, RSS, ERSS and SRS respectively. In case of even set size, MLE of
R ๐ฎ,๐ฆbased on PRSS at s = 0.30 is more efficient than the other different sampling techniques.
The simulation study indicates that in order to estimate the reliability in multicomponent stress-strength model
for Burr XII distribution the PRSS technique is preferable than the other sampling techniques.
0
0.0005
0.001
0.0015
0.002
ฯ =0.1 ฯ =0.5 ฯ =1 ฯ =2 ฯ =6
MSE(R^MLE) MSE(R~MLE) MSE(R*even)
MSE(R**even) MSE(R`even)
17. Yahya, M et al. Int. Journal of Engineering Research and Applications www.ijera.com
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Continued Table (8)
The efficiencies are reported in brackets in the table.
References
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๐ (๐, ๐) ๐ ๐๐ฟ๐ธ ๐ ๐๐ฟ๐ธ ๐ ๐๐ฃ๐๐
โ
๐ ๐๐ฃ๐๐
โโ ๐ ๐๐ฃ๐๐
20% 30% 40%
2
(4,4) 0.002321
0.001073
(2.164)
0.001027
(2.260)
0.00123
(1.885)
0.00123
(1.885)
0.000930
(2.495)
0.001073
(2.164)
(6,6) 0.001595
0.000570
(2.794)
0.0005709
(2.794)
0.000666
(2.394)
0.000666
(2.394)
0.000540
(2.951)
0.0005709
(2.794)
(8,8) 0.001287
0.000319
(4.022)
0.000318
(4.042)
0.000423
(3.040)
0.000329
(3.904)
0.000316
(4.064)
0.000318
(4.042)
6
(4,4) 0.000723
0.000333
(2.172)
0.000333
(2.172)
0.000381
(1.898)
0.000381
(1.898)
0.000285
(2.533)
0.000333
(2.172)
(6,6) 0.000497
0.000174
(2.849)
0.000174
(2.849)
0.000206
(2.403)
0.000206
(2.403)
0.000165
(2.996)
0.000174
(2.849)
(8,8) 0.0004018
0.000097
(4.126)
0.000097
(4.131)
0.000128
(3.116)
0.000101
(3.962)
0.000096
(4.154)
0.000097
(4.131)