Document Type
Article
Publication Date
9-30-2016
Publication Title
Communications for Statistical Applications and Methods
DOI
10.5351/CSAM.2016.23.5.385
ISSN
2383-4757
Abstract
The stress-strength models have been intensively investigated in the literature in regards of estimating the reliability θ = P (X > Y) using parametric and nonparametric approaches under different sampling schemes when X and Y are independent random variables. In this paper, we consider the problem of estimating θ when (X, Y) are dependent random variables with a bivariate underlying distribution. The empirical and kernel estimates of θ = P (X > Y), based on bivariate ranked set sampling (BVRSS) are considered, when (X, Y) are paired dependent continuous random variables. The estimators obtained are compared to their counterpart, bivariate simple random sampling (BVSRS), via the bias and mean square error (MSE). We demonstrate that the suggested estimators based on BVRSS are more efficient than those based on BVSRS. A simulation study is conducted to gain insight into the performance of the proposed estimators. A real data example is provided to illustrate the process.
Recommended Citation
Samawi, Hani M., Amal Helu, Haresh Rochani, Jingjing Yin, Daniel Linder.
2016.
"Estimation of P(X > Y) When X and Y Are Dependent Random Variables Using Different Bivariate Sampling Schemes."
Communications for Statistical Applications and Methods, 23 (5): 385-397: Korean Statistical Society and Korean International Statistical Society.
doi: 10.5351/CSAM.2016.23.5.385
https://digitalcommons.georgiasouthern.edu/biostat-facpubs/147
Comments
Copyright Statement: Copyright © The Korean Statistical Society and Korean International Statistical Society. All Rights Reserved.
This article was published in Communications for Statistical Applications and Methods, which is an official journal of the Korean Statistical Society (KSS) and Korean International Statistical Society (KISS). It is an international and Open Access journal dedicated to publishing peer-reviewed, high quality and innovative statistical research.