A note on interval estimation of P(X < Y) using lower record data from the generalized exponential distribution

In this paper, a likelihood-based analysis is developed and applied to obtain interval estimates for the stress-strength reliability R = P(X < Y) using lower record data from the one parameter generalized exponential distribution. The proposed method has a third order of accuracy. Monte Carlo simulations are used to illustrate the supreme accuracy of the proposed method in terms of coverage probability and the symmetry of error rate especially with small sample sizes. (C) 2009 Elsevier B.V. All rights reserved.