Modified generalized confidence interval for the stress‐strength reliability from exponentiated Weibull distribution

Summary In this article, we study the inference for the exponentiated Weibull stress‐strength reliability. Based on the assumption that stress and strength variables follow the three‐parameter exponentiated Weibull distributions with unequal scale and shape parameters, the maximum likelihood estimation and bootstrap‐p confidence interval for the reliability are derived. Additionally, based on the proposed modified generalized pivotal quantity, we obtain two point estimators and a modified generalized confidence interval for the reliability. Monte Carlo simulations are adopted to compare the performances of the proposed methodology. Finally, a real data analysis is provided for the illustrative purpose.