Interval estimators for reliability: the bivariate normal case

Alessandro Barbiero

Journal of Applied Statistics, 2012, vol. 39, issue 3, 501-512

Abstract: This paper proposes procedures to provide confidence intervals (CIs) for reliability in stress--strength models, considering the particular case of a bivariate normal set-up. The suggested CIs are obtained by employing either asymptotic variances of maximum-likelihood estimators or a bootstrap procedure. The coverage and the accuracy of these intervals are empirically checked through a simulation study and compared with those of another proposal in the literature. An application to real data is provided.

Date: 2012
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:39:y:2012:i:3:p:501-512

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DOI: 10.1080/02664763.2011.602055

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