DocumentCode
1347383
Title
MVUE of Pr{X < Y} for Multivariate Normal Populations: An Application to Stress-Strength Models
Author
Singh, N.
Author_Institution
Department of Mathematics; Monash University; Clayton, Vic. 3168 AUSTRALIA.
Issue
2
fYear
1981
fDate
6/1/1981 12:00:00 AM
Firstpage
192
Lastpage
193
Abstract
This paper obtains a MVUE of Pr{X < Y}, when X and Y are s-independent s-normal vectors each consisting of p mutually s-independent r.v.´s. Such an estimator is useful in determining the reliability of a 1-out-of-p:G system whose components are subject independently to stress-strength relationship.
Keywords
Covariance matrix; Probability; Random variables; Reliability theory; Statistical distributions; Stress; Minimum variance s-unbiased estimator; Multivariate s-normal distribution; Rao-Blackwell-Lehmann-Schéffe theory; Stress-strength models;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.1981.5221030
Filename
5221030
Link To Document