Interval Estimation of the Stress-Strength Reliability in Lehmann Family of Distributions

Abstract

This paper presents a unified approach for computing confidence limits for stress–strength reliability when strength and stress are independent random variables following a distribution in Lehmann family. The generalized confidence interval and the bootstrap confidence intervals are obtained. Simulation studies are conducted to assess the performance of the proposed methods in terms of the estimated coverage probabilities and the length of the confidence intervals. An example is also provided for illustration.