Vol 42 No 2 (2008) Archives - Page 4 of 17

We consider inference on reliability $R = P(Y <X)$ , where the random variables
$X$ and $Y$ are independent truncated arcsine distributions with parameters $\beta_1$ and
$\beta_2$ , respectively. We obtain the maximum likelihood estimator of $R$ in terms of
$\rho=\beta-1/\beta_2$ and observe that inference on $R$ is equivalent to inference on $\rho$ , where
$R$ is a monotone function of $\rho$ . We obtain an exact and an approximate condence
interval for $\rho$ and also provide a test for $\rho$ .

Fulltext

Issue: Vol 42 No 2 (2008)

Inference on reliability $P(X<Y)$ in truncated arcsine distributions