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Title: An Estimate of the Probability Pr(X<Y)
Authors: Nadarajah, Saralees
Mitov, Georgi K.
Mitov, Kosto V.
Keywords: Beta Distribution
Bootstrap Confidence Intervals
Exponential Distribution
Gamma Distribution
Normal Distribution
Uniform Distribution
Issue Date: 2004
Publisher: Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation: Pliska Studia Mathematica Bulgarica, Vol. 16, No 1, (2004), 159p-170p
Abstract: In the area of stress-strength models there has been a large amount of work as regards estimation of the probability R = Pr(X<Y) when X and Y are independent random variables belonging to the same univariate family of distributions. In this paper we propose an estimate of this quantity based on a simple property of the uniform distribution. We illustrate the use of the estimate with bootstrap confidence intervals for four commonly known distributions (normal, exponential, gamma and beta).
Description: 2000 Mathematics Subject Classification: 33C90, 62E99
ISSN: 0204-9805
Appears in Collections:2004 Volume 16

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