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Statistical inference for P ( X < Y )
Author(s) -
Zhou Wang
Publication year - 2007
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.2838
Subject(s) - studentized range , confidence interval , mathematics , statistical inference , statistics , inference , edgeworth series , econometrics , computer science , standard error , artificial intelligence
Let X and Y be two independent continuous random variables. We make statistical inference about θ= P ( X < Y ), the so‐called stress–strength model, through the Edgeworth expansions and the bootstrap approximations of the Studentized Wilcoxon–Mann–Whitney statistics. Finite‐sample accuracy of the confidence intervals is assessed through a simulation study. Two real data sets are analysed to illustrate our methods. Copyright © 2007 John Wiley & Sons, Ltd.

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