论文信息 - Statistical inference for Pr(Y < X): The normal case

Statistical inference for Pr(Y < X): The normal case

This article examines statistical inference for Pr(Y < X), where X and Y are independent normal variates with unknown means and variances. The case of unequal variances is stressed. X can be interpreted as the strength of a component subjected to a stress Y, and Pr(Y < X) is the component's reliability. Two approximate methods for obtaining confidence intervals and an approximate Bayesian probability interval are obtained. The actual coverage probabilities of these intervals are examined by simulation.

Irwin Guttman | Benjamin Reiser | B. Reiser | I. Guttman

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