Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 23 Issue 2
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- Pages.91-102
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- 1995
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
Nonparametric Estimation of Pr[X>Y] from Random Censored Data
임의절단 자료에서의 Pr[X>Y]의 비모수적 추정
- Jeong, Hai-Sung (Dept. of Applied Statistics, Seowon University) ;
- Kim, Jae-Joo (Dept. of Computer Science and Statistics, Seoul National University)
- Published : 1995.06.01
Abstract
For two independent random variables X and Y, the functional R=Pr[X>Y] is of practical importance in reliability. X can be interpreted as the strength of a component subjected to a stress Y, and R is the component's reliability. In this paper nonparametric approach to estimation of R based on censored observations in the strength variables is analyzed and compared by simulations in the moderate sample sizes.
Keywords