Generalized Exponential Distribution A Comparison between Bayes and other Methods for Estimation of Reliability Function for Generalized Exponential Distribution

Abstract

This paper is concerned with estimation of Reliability Function of the two parameter Generalized Exponential
Distribution. A methods for estimating the two parameters of Generalized Exponential Distribution and its Reliability
Function will be presented here, also an empirical study depends on simulated observations with different
parameters values and samples sizes from Generalized Exponential Distribution was conducted, to compare
between different methods depends on their mean square error and to show practically that the suggested methods
work well in estimation of Reliability Function. It is shown that the Bayes and Maximum Likelihood Method is the best
methods in the case of all samples sizes and parameters values used.