Interval Estimation of Stress-Strength Reliability for a General Exponential Form Distribution with Different Unknown Parameters

This paper deals with interval estimation of the stress-strength reliability, when the stress and strength variables follow a general exponential form distribution. The distribution parameters of both the stress and the strength are assumed to be unknown. Interval estimation for reliability is discussed, using different approaches. The results obtained are applicable to many well known distributions. For illustration of the general results obtained a simulation study is performed with application on Weibull distribution. Numerical comparison of the interval estimators is carried out based on average length, probability coverage, and tail errors.