A note on inference for P(X < Y) for right truncated exponentially distributed data

被引：27
作者：
Jiang, L. [1 ]
Wong, A. C. M. [1 ]
机构：
[1] York Univ, Atkinson Fac Liberal & Profess Studies, SASIT, N York, ON M3J 1P3, Canada
来源：
STATISTICAL PAPERS | 2008年 / 49卷 / 04期
关键词：
ancillary; canonical parameter; conditioning; modified signed log-likelihood ratio statistic; strength-stress model;
D O I：
10.1007/s00362-006-0034-3
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, a likelihood based analysis is developed and applied to obtain confidence intervals and p values for the stress-strength reliability R = P(X < Y) with right truncated exponentially distributed data. The proposed method is based on theory given in Fraser et al. (Biometrika 86:249-264, 1999) which involves implicit but appropriate conditioning and marginalization. Monte Carlo simulations are used to illustrate the accuracy of the proposed method.
引用
收藏
页码：637 / 651
页数：15
相关论文
共 18 条
[1]   Parametric and nonparametric estimation of P(Y<X) for finite mixtures of lognormal components [J].
AlHussaini, EK ;
Mousa, MAMA ;
Sultan, KS .
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1997, 26 (05) :1269-1289
[2]  
[Anonymous], 1979, Theoretical statistics
[3]   SOME INFERENCE RESULTS ON PR(X LESS-THAN Y) IN THE BIVARIATE EXPONENTIAL MODEL [J].
AWAD, AM ;
HAMDAN, MA ;
AZZAM, MM .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1981, 10 (24) :2515-2525
[4]  
BARNDORFFNIELSEN OE, 1991, BIOMETRIKA, V78, P557
[5]  
BARNDORFFNIELSEN OE, 1986, BIOMETRIKA, V73, P307
[6]   COMPARISONS OF APPROXIMATE CONFIDENCE-INTERVALS FOR DISTRIBUTIONS USED IN LIFE-DATA ANALYSIS [J].
DOGANAKSOY, N ;
SCHMEE, J .
TECHNOMETRICS, 1993, 35 (02) :175-184
[7]   ESTIMATION OF PR (Y LESS THAN X) IN NORMAL CASE [J].
DOWNTON, F .
TECHNOMETRICS, 1973, 15 (03) :551-558
[8]   ESTIMATION OF PROBABILITY THAT Y LESS-THAN X [J].
ENIS, P ;
GEISSER, S .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (333) :162-168
[9]   A simple general formula for tail probabilities for frequentist and Bayesian inference [J].
Fraser, DAS ;
Reid, N ;
Wu, J .
BIOMETRIKA, 1999, 86 (02) :249-264
[10]  
FRASER DAS, 1995, UTILITAS MATHEMATICA, V47, P33
12