1996Communications for Statistical Applications and MethodsRequires access

Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

Dal Ho Kim, Jang Sik Cho

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Abstract

We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations and are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

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What this paper is about

We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations and are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

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Available abstract

We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations and are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

Key concepts: Confidence interval, Statistics, Robust confidence intervals, Mathematics, CDF-based nonparametric confidence interval, Confidence distribution, Reliability (semiconductor), Tolerance interval

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