Interval estimators for reliability: the bivariate normal case
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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Volume (Year): 39 (2012)
Issue (Month): 3 (June)
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