Estimation of P(X > Y) when X and Y are dependent random variables using different bivariate sampling schemes

The stress-strength models have been intensively investigated in the literature in regards of estimating the reliability theta = P (X > Y) using parametric and nonparametric approaches under different sampling schemes when X and Y are independent random variables. In this paper, we consider the problem of estimating theta when (X; Y) are dependent random variables with a bivariate underlying distribution. The empirical and kernel estimates of theta = P (X > Y), based on bivariate ranked set sampling (BVRSS) are considered, when (X; Y) are paired dependent continuous random variables. The estimators obtained are compared to their counterpart, bivariate simple random sampling (BVSRS), via the bias and mean square error (MSE). We demonstrate that the suggested estimators based on BVRSS are more efficient than those based on BVSRS. A simulation study is conducted to gain insight into the performance of the proposed estimators. A real data example is provided to illustrate the process.