Statistical inference for P(X<Y)
- 20 February 2007
- journal article
- research article
- Published by Wiley in Statistics in Medicine
- Vol. 27 (2) , 257-279
- https://doi.org/10.1002/sim.2838
Abstract
Let X and Y be two independent continuous random variables. We make statistical inference about θ=P(X<Y), the so-called stress–strength model, through the Edgeworth expansions and the bootstrap approximations of the Studentized Wilcoxon–Mann–Whitney statistics. Finite-sample accuracy of the confidence intervals is assessed through a simulation study. Two real data sets are analysed to illustrate our methods. Copyright © 2007 John Wiley & Sons, Ltd.Keywords
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