Evaluation of Pr {x⩾y} When Both X and Y are from Three-Parameter Weibull Distributions

Abstract

It is important in many reliability applications to determine the probability that the failure time of an element from one population will exceed that of an element from a second population. In this paper, we present a method for computer calculations of Pr {x ⩾ y} where X and Y are each from a three-parameter Weibull distribution. In addition, we provide the moments and the probability density function of the difference. Numerical examples are included.