Abstract
A solution for the problem of obtaining a distribution-free one-sided confidence interval for $p = \Pr \{Y < X\}$ has been proposed in [1]. At present a numerical procedure is given for computing the sample sizes needed for such a confidence interval with given width and confidence level.
Citation
Z. W. Birnbaum. R. C. McCarty. "A Distribution-Free Upper Confidence Bound for $\Pr \{Y < X\}$, Based on Independent Samples of $X$ and $Y$." Ann. Math. Statist. 29 (2) 558 - 562, June, 1958. https://doi.org/10.1214/aoms/1177706631
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