Statistical inference for P(X<Y).

Let X and Y be two independent continuous random variables. We make statistical inference about theta=P(X<Y), the so-called stress-strength model, through the Edgeworth expansions and the bootstrap approximations of the Studentized Wilcoxon-Mann-Whitney statistics. Finite-sample accuracy of the confidence intervals is assessed through a simulation study. Two real data sets are analysed to illustrate our methods.