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.

Confidence intervals for reliability of stress-strength models in the normal case / A. Barbiero. - In: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION. - ISSN 0361-0918. - 40:6(2011), pp. 907-925. [10.1080/03610918.2011.560728]

Confidence intervals for reliability of stress-strength models in the normal case

A. Barbiero
Primo
2011

Abstract

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.
Asymptotically normal ; Independent normal ; Monte Carlo simulations ; Parametric bootstrap ; Stress-strength ; Variance estimation
Settore SECS-S/01 - Statistica
2011
http://www.tandfonline.com/doi/abs/10.1080/03610918.2011.560728
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/158742
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