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A note on confidence bounds for \(P(X>Y)\) in bivariate normal samples. (English) Zbl 0835.62091

Summary: In the context of reliability under a stress-strength model, the problem of constructing confidence bounds for \(P(X>Y)\) frequently arises. Many authors have considered the problem both under parametric and non- parametric frameworks. While most of the authors have taken \(X\) and \(Y\) to be independent, we assume that the random vector \((X, Y)\) follows a bivariate normal distribution . The problem of obtaining the sample size for specified confidence length and the confidence coefficient is then considered.

MSC:

62N05 Reliability and life testing
62F25 Parametric tolerance and confidence regions
62E15 Exact distribution theory in statistics
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