• 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