Statistical inference for P(X<Y).
Let X and Y be two independent continuous random variables. We make statistical inference about theta=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.
Zhou
Wang
W
Department of Statistics and Applied Probability, National University of Singapore, Singapore. stazw@nus.edu.sg
D016001:Confidence Intervals; D003627:Data Interpretation, Statistical; D006801:Humans; D008511:Medicine / Q000706:statistics & numerical data; D015233:Models, Statistical; D012846:Singapore