Statistical inference for P(X

Let X and Y be two independent continuous random variables. We make statistical inference about theta=P(X<Y), the so-called stress-strength model, through the Edgeworth expansions and the bootstrap approximations of the Studentized Wilcoxon-Mann-Whitney statistics. Finite-sample accuracy of the confidence intervals is assessed through a simulation study. Two real data sets are analysed to illustrate our methods.

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