On Monte Carlo simulation of confidence bounds for reliability problems

被引：0
|
作者：
Feigin, PD [1 ]
Lumelskii, YP [1 ]
Volkovich, ZE [1 ]
机构：
[1] Technion Israel Inst Technol, Fac Ind Engn & Management, IL-32000 Haifa, Israel
来源：
MODELLING AND SIMULATION 2001 | 2001年
关键词：
engineering; confidence estimation; simulation;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In the present talk we suggest new methods for calculating approximate non-parametric confidence limits for the probability Pr(X < Y). Special attention is devoted to the case when Pr(X < Y) is small. We compare two of the methods for finding approximate confidence limits for the probability Pr(X < Y) by using Monte Carlo simulation.
引用
收藏
页码：719 / 721
页数：3
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