INFERENCE ON RELIABILITY P(Y < X) IN TRUNCATED ARCSINE DISTRIBUTIONS

Abstract

We consider inference on reliability R = P(Y < X), where the random variables
X and Y are independent truncated arcsine distributions with parameters 1 and
2, respectively. We obtain the maximum likelihood estimator of R in terms of
= 1=2 and observe that inference on R is equivalent to inference on , where
R is a monotone function of . We obtain an exact and an approximate condence
interval for and also provide a test for P.