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Interval Estimation for the Stress-Strength Reliability with Bivariate Normal Variables

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DOI: 10.4236/ojs.2014.48059    2,667 Downloads   3,367 Views   Citations


We propose a procedure to obtain accurate confidence intervals for the stress-strength reliability R = P (X > Y) when (X, Y) is a bivariate normal distribution with unknown means and covariance matrix. Our method is more accurate than standard methods as it possesses a third-order distributional accuracy. Simulations studies are provided to show the performance of the proposed method relative to existing ones in terms of coverage probability and average length. An empirical example is given to illustrate its usefulness in practice.

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The authors declare no conflicts of interest.

Cite this paper

Nguimkeu, P. , Rekkas, M. and Wong, A. (2014) Interval Estimation for the Stress-Strength Reliability with Bivariate Normal Variables. Open Journal of Statistics, 4, 630-640. doi: 10.4236/ojs.2014.48059.


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