The problem considered is interval estimation of the stress - strength reliability R = P(Xθ and λ respectively and a common location parameter μ . Several types of asymptotic, approximate and bootstrap intervals are investigated. Performances are investigated using simulation techniques and compared in terms of attainment of the nominal confidence level, symmetry of lower and upper error rates, and expected length. Recommendations concerning their usage are given.
"Confidence Intervals For P(X,"
Journal of Modern Applied Statistical Methods:
2, Article 7.
Available at: http://digitalcommons.wayne.edu/jmasm/vol2/iss2/7