Abstract
This paper deals with the problem of estimation of the stress-strength function R=P(Y<X), when X and Y are two independent but not identically distributed random variables belonging to the exponentiated Frechet (EF) distribution. Different estimators of R, namely, maximum likelihood, uniformly minimum variance unbiased, and Bayes, are derived in closed form. In addition, two-sided confidence interval for R is obtained. We discuss the reliability in multi-component model. Simulation studies are performed to compare the different estimates of R and Rs,k. Real data are used as a practical application of the proposed procedure.