Asymptotic and Resampling-Based Confidence Intervals for P(X < Y)

ABSTRACT

We consider asymptotic and resampling-based interval estimation procedures for the stress-strength reliability P(X < Y). We developed and studied several types of intervals. Their performances are investigated using simulation techniques and compared in terms of attainment of the nominal confidence level, symmetry of lower and upper error rates, and expected length. Recommendations concerning their use are given.

Keywords:

• Bootstrap
• Distribution-free
• Interval estimation
• Jacknife
• Stress-strength model

Mathematics Subject Classification:

• 62G15
• 62N05

Acknowledgment

The author thanks the referee for his comments and suggestions that improved the article.