Bootstrap Confidence Bounds for P(X>Y)

  • Lee, In Suk (Dept. of Statistics, Kyungpook National University) ;
  • Cho, Jang Sik (Dept. of Statistics, Kyungpook National University)
  • Published : 1995.12.31

Abstract

In this paper, the stress strength model is assumed for the populations of X and Y, where distributions of X and Y are independent normal with unknown parameters. We construct bootstrap confidence intervals for reliability, R=P(X>Y) and compare the accuracy of the proposed bootstrap confidence intervals and classical confidence interval through Monte Carlo simulation.

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