Bayes and Empirical Bayesian Estimator of Reliability Function in Multicomponent Stress-Strength System based on Generalized Rayleigh Distribution

In this paper, the Bayesian and empirical Bayesian approaches studied in estimate the multicomponent stress–strength reliability model when the strength and stress variables have a generalized Rayleigh distribution with different shape parameters and identical scale parameter. The Bayesian, empirical Bayesian and maximum likelihood estimation of reliability function is obtained in the two cases known and unknown of scale parameter under  the mean squared error loss function. Then, these estimators are compared empirically using Monte Carlo simulation and two real data sets.