On the estimation of the probabilities of a double linear inequality in the case of uniform and two-parameter exponential distributions (Q1269934)

Statistical problems of estimation of the probabilities of linear inequalities play an important role in applications, connected with the determination of the probability of failure-free operation in ``stress-strength'' models. We are interested in finding an estimate for the probability \({\mathbf P}(Y>X)\) in the case where the ``strength'' \(Y\) and the ``stress'' \(X\) are random variables belonging to a given family of probability distributions with unknown parameters.