A comparison of three point estimators for \(P(Y<X)\) in the normal case
This paper discusses point estimation for \(R=P(Y<X)\) where X and Y are independent normal variables. R can be considered to be the reliability of a system with strength X to which is applied stress Y. A predictive estimator which can be calculated from the Behrens-Fisher distribution is derived and compared with the maximum likelihood and uniformly minimum variance unbiased estimators through a simulation study.
uniformly minimum variance unbiased estimators
scientific article; zbMATH DE number 3980314