Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case |
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Authors: | Alessandro Barbiero |
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Institution: | 1. Department of Economics, Business and Statistics , Università degli Studi di Milano , Milano , Italy alessandro.barbiero@unimi.it |
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Abstract: | In this article, 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. |
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Keywords: | Asymptotically normal Independent normal Monte Carlo simulations Parametric bootstrap Stress-strength Variance estimation |
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