bayesian and non-bayesian estimation of stress–strength model for pareto type i distribution

this article examines statistical inference for  where and are independent but not identically distributed pareto of the first kind (pareto (i)) random variables with same scale parameter but different shape parameters. the maximum likelihood, uniformly minimum variance unbiased and bayes estimators with gamma prior are used for this purpose. simulation studies which compare the estimators are presented. moreover, sensitivity of bayes estimator to the prior parameters is considered.