Title :
A Distribution-Free Upper Confidence Bound for Pr{Y < X}: An Application to Stress-strength Models
Author_Institution :
Senior Lecturer; Department of Mathematics; Monash University; Clayton, Vic. 3168 AUSTRALIA.
fDate :
6/1/1983 12:00:00 AM
Abstract :
A distribution-free upper s-confidence bound for Pr{Y < X} is obtained using s-independent samples of Y and X which are k-dimensional s-independent random vector variables each following a k-variate distribution. An application of the results to fatigue and stress-strength models is highlighted. A numerical example is discussed for illustration.
Keywords :
Distributed computing; Fatigue; Manufacturing; Material properties; Mathematical model; Probability; Random variables; Reliability theory; Statistical distributions; Stress measurement; Multivariate Kolmogorov-Smirnov statistic; Multivariate distribution; Stress-strength model; Upper s-confidence bound;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1983.5221538
