Confidence intervals for reliability of stress-strength models in the normal case

Alessandro Barbiero (1)

1 Department of Economics, Business and Statistics

In this paper we propose some procedures to get confidence intervals for the reliability in stress-strength models. The confidence intervals are obtained either through a parametric bootstrap procedure or using asymptotic results, and are applied to the particular context of two independent normal random variables. The performance of these estimators and other known approximate estimators are empirically checked through a simulation study which considers several scenarios.

Mots clés: Physical Sciences

Domaines: Calcul [stat.CO]

Alessandro Barbiero. Confidence intervals for reliability of stress-strength models in the normal case. Communications in Statistics - Simulation and Computation, 2011, 40 (06), pp.907-925. ⟨10.1080/03610918.2011.560728⟩. ⟨hal-00681617⟩