Interval estimators for reliability: the bivariate normal case |
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Authors: | Alessandro Barbiero |
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Institution: | Department of Economics, Business and Statistics , Università di Milano , Via Conservatorio, 7-20122 , Milan , Italy |
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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. |
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Keywords: | approximate estimators Monte Carlo simulations parametric bootstrap stress–strength models variance estimation |
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