Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case

被引:14
|
作者
Barbiero, Alessandro [1 ]
机构
[1] Univ Milan, Dept Econ Business & Stat, I-20122 Milan, Italy
关键词
Asymptotically normal; Independent normal; Monte Carlo simulations; Parametric bootstrap; Stress-strength; Variance estimation; PR Y LESS; FAILURE PROBABILITY; LIMITS;
D O I
10.1080/03610918.2011.560728
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this article, we propose some procedures to get confidence intervals for the reliability in stress-strength models. The confidence intervals are obtained either through a parametric bootstrap procedure or using asymptotic results, and are applied to the particular context of two independent normal random variables. The performance of these estimators and other known approximate estimators are empirically checked through a simulation study which considers several scenarios.
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页码:907 / 925
页数:19
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