Sankhya: The Indian Journal of Statistics

1994, Volume 56, Series B, Pt. 2 , pp. 129--136

A NOTE ON CONFIDENCE BOUNDS FOR $P(X>Y)$ IN BIVARIATE NORMAL SAMPLES

By

S. B. NANDI, Gauhati University

and

A. B. AICH, Presidency College, Calcutta

SUMMARY. In the context of reliability under a stress-strength (SS) model, the problem of constructing confidence bounds for P(X > Y) frequently arises. Many authors have considered the problem both under parametric and non-parametric frameworks. While most of the authors have taken X and Y to be independent, we, in this study, assume that the random vector (X, Y) follows a bivariate normal distribution. The problem of obtaining the sample size for specified confidence length and confidence coefficient is then considered.

AMS (1980) subject classification. 62N05, 62J99.

Key words and phrases. Reliability, confidence bounds, confidence coefficient, correlation coefficient.

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