Estimation of the Reliability Function for Four-Parameter Exponentiated Generalized Lomax distribution

Problem Statement: The four-parameter exponentiated generalized Lomax distribution has been introduced. The uniformly minimum variance unbiased and maximum likelihood estimation methods are the way to estimate the parameters of the distribution. In this study we explore and compare the performance of the uniformly minimum variance unbiased and maximum likelihood estimators of the reliability function R(t)=P(X>t) and P=P(X>Y) for the four-parameter exponentiated generalized Lomax distribution. Approach: A new technique of obtaining these parametric functions is introduced in which major role is played by the powers of the parameter(s) and the functional forms of the parametric functions to be estimated are not needed. We explore the performance of these estimators numerically under varying conditions.