Abstract: In this paper some procedures for building confidence intervals for the reliability in stress-strength models are discussed and empirically compared. The particular case of a bivariate normal setup is considered. The confidence intervals suggested are obtained employing approximations or asymptotic properties of maximum likelihood estimators. The coverage and the precision of these intervals are empirically checked through a simulation study. An application to real paired data is also provided.
Abstract: This paper proposes, implements and evaluates an original discretization method for continuous random variables, in order to estimate the reliability of systems for which stress and strength are defined as complex functions, and whose reliability is not derivable through analytic techniques. This method is compared to other two discretizing approaches appeared in literature, also through a comparative study involving four engineering applications. The results show that the proposal is very efficient in terms of closeness of the estimates to the true (simulated) reliability. In the study we analyzed both a normal and a non-normal distribution for the random variables: this method is theoretically suitable for each parametric family.