TITLE:
Interval Estimation for the Stress-Strength Reliability with Bivariate Normal Variables
AUTHORS:
Pierre Nguimkeu, Marie Rekkas, Augustine Wong
KEYWORDS:
Bivariate Normal Distribution, Interval Estimation, Likelihood Analysis, Reliability
JOURNAL NAME:
Open Journal of Statistics,
Vol.4 No.8,
September
23,
2014
ABSTRACT: We propose a procedure to obtain accurate confidence intervals for the stress-strength reliability R = P (X > Y) when (X, Y) is a bivariate normal distribution with unknown means and covariance matrix. Our method is more accurate than standard methods as it possesses a third-order distributional accuracy. Simulations studies are provided to show the performance of the proposed method relative to existing ones in terms of coverage probability and average length. An empirical example is given to illustrate its usefulness in practice.