Estimation of stress-strength reliability using discrete phase type distribution

Abstract

In this paper, the stress-strength reliability of single and multi-component systems are estimated assuming discrete phase type distribution for stress and strength components. The systems with strength following mixture of discrete phase type distributions is also considered. Matrix based expressions are obtained for stress-strength reliability and its maximum likelihood estimate is obtained using EM algorithm. The numerical illustration using various special cases of discrete phase type distribution like geometric, negative binomial, generalized negative binomial and different mixtures of discrete distributions are also carried out.