Inference for the generalized exponential stress-strength model

This study develops inferential procedures for the generalized exponential stress-strength model. A generalized confidence interval for the stress-strength reliability is derived when the stress and strength variables follow the generalized exponential distributions with the common rate parameters. Moreover, based on the Fisher Z transformation, a modified generalized confidence interval for the stress-strength reliability with the unequal rate parameters is proposed. The performance of the proposed procedures is evaluated by Monte Carlo simulation. The simulation results show that the coverage percentages of the proposed generalized confidence intervals are quite close to the nominal coverage probabilities, even for small sample sizes. Finally, an example is used to illustrate the proposed procedures.