An Estimate of the Probability Pr(X<Y)
| Data(s) |
23/02/2014
23/02/2014
2004
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| Resumo |
2000 Mathematics Subject Classification: 33C90, 62E99 In the area of stress-strength models there has been a large amount of work as regards estimation of the probability R = Pr(X<Y) when X and Y are independent random variables belonging to the same univariate family of distributions. In this paper we propose an estimate of this quantity based on a simple property of the uniform distribution. We illustrate the use of the estimate with bootstrap confidence intervals for four commonly known distributions (normal, exponential, gamma and beta). The third author is supported by by NFSI-Bulgaria, Grant No. MM-1101/2001. |
| Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 16, No 1, (2004), 159p-170p 0204-9805 |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
| Palavras-Chave | #Beta Distribution #Bootstrap Confidence Intervals #Exponential Distribution #Gamma Distribution #Normal Distribution #Stress-Strength #Uniform Distribution |
| Tipo |
Article |
