Abstract
Bayes estimates of the reliability function of the normal distribution are obtained using the concept of a predictive distribution and compared with some classical estimators such as uniformly minimum variance unbiased estimator (UMVUEs) and maximum likelihood estimation (MLEs) according to Monte-Carlo simulation study. The performance of these estimators is compared by employing the mean square errors (MSEs).
The results show that the performance of the Bayes is the best for estimating reliability function in all cases and all sample sizes n.