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Article
Estimation of P(X > Y) When X and Y Are Dependent Random Variables Using Different Bivariate Sampling Schemes
Communications for Statistical Applications and Methods
  • Hani M. Samawi, Georgia Southern University
  • Amal Helu, Carnegie Mellon University
  • Haresh Rochani, Georgia Southern University
  • Jingjing Yin, Georgia Southern University
  • Daniel Linder, Georgia Southern University
Document Type
Article
Publication Date
9-30-2016
DOI
10.5351/CSAM.2016.23.5.385
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.

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.

Citation Information
Hani M. Samawi, Amal Helu, Haresh Rochani, Jingjing Yin, et al.. "Estimation of P(X > Y) When X and Y Are Dependent Random Variables Using Different Bivariate Sampling Schemes" Communications for Statistical Applications and Methods Vol. 23 Iss. 5 (2016) p. 385 - 397 ISSN: 2383-4757
Available at: http://works.bepress.com/hani_samawi/112/