Bootstrap Confidence Intervals for Reliability in 1-way ANOVA Random Model

We construct bootstrap confidence intervals for reliability, R= P{X>Y}, where X and Y are independent normal random variables. One way ANOVA random effect models are assumed for the populations of X and Y, where standard deviations <TEX>$sigma_{x}$</TEX> and <TEX>$sigma_{y}$</TEX> are unequal. We investigate the accuracy of the proposed bootstrap confidence intervals and classical confidence intervals work better than classical confidence interval for small sample and/or large value of R.

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