Abstract
An improved interval estimation for the two-parameter Birnbaum-Saunders distribution is discussed. The proposed method is based on the recently developed higher-order likelihood-based asymptotic procedure. The probability coverages of confidence intervals are based on the proposed method and those procedures discussed in Ng et al. (Comput. Statist. Data Anal., (2003)) are evaluated using Monte Carlo simulations for small and moderate sample sizes. Two real life examples and some concluding remarks are also presented.
| Original language | English |
|---|---|
| Pages (from-to) | 809-821 |
| Number of pages | 13 |
| Journal | Computational Statistics and Data Analysis |
| Volume | 47 |
| Issue number | 4 |
| DOIs | |
| State | Published - Nov 1 2004 |
Bibliographical note
Funding Information:The first author's research was supported in part by National Cancer Center support grant CA21765 and American Lebanses Syrian Associated Charities (ALSAC).
Funding
The first author's research was supported in part by National Cancer Center support grant CA21765 and American Lebanses Syrian Associated Charities (ALSAC).
| Funders | Funder number |
|---|---|
| National Cancer Center | CA21765 |
| American Lebanese Syrian Associated Charities |
Keywords
- Birnbaum-Saunders distribution
- Confidence interval
- Monte Carlo simulations
- Pivotal quantity
- Probability coverage
- Signed log-likelihood ratio statistic
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics