Estimation of stress-strength parameter based on progressive censored samples for the inverted exponentiated Rayleigh distribution

In this paper, based on progressively Type-II censored samples, we deal with the estimation of R = P(X Y ) when X and Y come from two independent inverted exponentiated rayleigh distributions with different shape parameters, but having the same scale parameter. The maximum likelihood estimator of R is obtained. Asymptotic confidence interval is presented. The Bayes estimator of R and the corresponding credible interval using the Gibbs sampling technique are also proposed. Monte Carlo simulations are performed to compare the performances of the different methods