Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
권호 표지

Bootstrap Confidence Bounds for P(X>Y) in 1-Way Random Effect Model with Equal Variances

  • Kim, Dal Ho (Dept. of Statistics, Kyungpook National University) ;
  • Cho, Jang Sik (Dept. of Statistics, Kyungpook National University)
  • Published : 1996.03.31
Download PDF
⟨ Previous Next ⟩

Abstract

We construct bootstrap confidence bounds for reliability, R=P(X>Y), where X and Y are independent normal random variables. 1-way random effect models with equal variances are assumed for the populations of X and Y. We compare the accuracy of the proposed bootstrap confidence bounds and classical confidence bound for small samples via Monte Carlo simulation.

Keywords