Abstract:
In this paper, we consider the estimation of the stress–strength parameter R = P[Y < X], when X
and Y are following one-parameter Akash distributions with parameter �! and �" respectively. It is
assumed that they are independently distributed. The maximum likelihood estimator (MLE) of R
and its asymptotic distribution are obtained. Asymptotic distributions of the maximum likelihood
estimator is useful for constructing confidence interval of P[Y < X]. The Bootstrap confidence
interval of P[Y < X] is also computed. The illustrative part consists of the analysis of two real data
sets, (i) simulated and (ii) real