Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 59-66 |
| Number of pages | 8 |
| Journal | Computational Statistics and Data Analysis |
| Volume | 5 |
| Issue number | 1 |
| DOIs | |
| State | Published - 1987 |
| Externally published | Yes |
Bibliographical note
Funding 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.
Keywords
- Maximum likelihood
- Predictive
- Reliability
- UMVUE
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics
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