Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Confidence Intervals for the Stress-strength Models with Explanatory Variables

  • Lee, Sangyeol (Department of Statistics, Seoul National University) ;
  • Park, Eunsik (Department of Biostatistics, University of North Carolina)
  • Published : 1998.12.01
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Abstract

In this paper, we consider the problem of constructing the lower cofidence intervals for the reliability P(X < Y z,w), where the stress X and the strength Y are the random variables with explanatory variables z and w, respectively. As an estimator of the reliability, a Mann-Whitney type statistic is considered. It is shown that under regularity conditions, the proposed estimator is asymptotically normal. Based on the result, the distribution free lower confidence intervals are constructed.

Keywords

References

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