품질경영학회지 (Journal of Korean Society for Quality Management)

  • 제23권2호
  • /
  • Pages.91-102
  • /
  • 1995
  • /
  • 1229-1889(pISSN)
  • /
  • 2287-9005(eISSN)
한국품질경영학회 (Korean Society for Quality Management)
권호 표지

임의절단 자료에서의 Pr[X>Y]의 비모수적 추정

Nonparametric Estimation of Pr[X>Y] from Random Censored Data

  • 정해성 (서원대학교 응용통계학과) ;
  • 김재주 (서울대학교 계산통계학과)
  • Jeong, Hai-Sung (Dept. of Applied Statistics, Seowon University) ;
  • Kim, Jae-Joo (Dept. of Computer Science and Statistics, Seoul National University)
  • 발행 : 1995.06.01
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초록

For two independent random variables X and Y, the functional R=Pr[X>Y] is of practical importance in reliability. X can be interpreted as the strength of a component subjected to a stress Y, and R is the component's reliability. In this paper nonparametric approach to estimation of R based on censored observations in the strength variables is analyzed and compared by simulations in the moderate sample sizes.

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