This paper discusses point estimation for R = P(Y < X) where X and Y are independent normal variables. R can be considered to be the reliability of a system with strength X to which is applied stress Y. A predictive estimator which can be calculated from the Behrens-Fisher distribution is derived and compared with the maximum likelihood and uniformly minimum variance unbiased estimators through a simulation study.
|Number of pages||8|
|Journal||Computational Statistics and Data Analysis|
|State||Published - 1987|
Bibliographical noteFunding Information:
The authorsw ould like to acknowledgwe ith thanks commentsm adeby an associatee ditora nd two referees. This work partiallys upportedb y NSERC of Canada,u nderg rantN o. A8743, and by the MathematicRs esearchC enter,U niversityo f Wisconsin( Madison) underg rantsD AAG 29-80-C-004a1 nd DAAG29-80-C-0013.
- Maximum likelihood
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics