Improved interval estimation for the two-parameter Birnbaum-Saunders distribution

Jianrong Wu; A. C.M. Wong

doi:10.1016/j.csda.2003.11.018

Improved interval estimation for the two-parameter Birnbaum-Saunders distribution

Jianrong Wu
, A. C.M. Wong

Internal Medicine

Producción científica: Article › revisión exhaustiva

44 Citas (Scopus)

Resumen

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.

Idioma original	English
Páginas (desde-hasta)	809-821
Número de páginas	13
Publicación	Computational Statistics and Data Analysis
Volumen	47
N.º	4
DOI	https://doi.org/10.1016/j.csda.2003.11.018
Estado	Published - nov 1 2004

Nota bibliográfica

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).

Financiación

The first author's research was supported in part by National Cancer Center support grant CA21765 and American Lebanses Syrian Associated Charities (ALSAC).

Financiadores	Número del financiador
National Cancer Center	CA21765
American Lebanese Syrian Associated Charities

ASJC Scopus subject areas

Statistics and Probability
Computational Mathematics
Computational Theory and Mathematics
Applied Mathematics

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title = "Improved interval estimation for the two-parameter Birnbaum-Saunders distribution",

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.",

keywords = "Birnbaum-Saunders distribution, Confidence interval, Monte Carlo simulations, Pivotal quantity, Probability coverage, Signed log-likelihood ratio statistic",

author = "Jianrong Wu and Wong, \{A. C.M.\}",

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). ",

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AU - Wu, Jianrong

AU - Wong, A. C.M.

N1 - 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).

PY - 2004/11/1

Y1 - 2004/11/1

N2 - 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.

AB - 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.

KW - Birnbaum-Saunders distribution

KW - Confidence interval

KW - Monte Carlo simulations

KW - Pivotal quantity

KW - Probability coverage

KW - Signed log-likelihood ratio statistic

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DO - 10.1016/j.csda.2003.11.018

M3 - Article

AN - SCOPUS:8344279626

SN - 0167-9473

VL - 47

SP - 809

EP - 821

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

IS - 4

ER -

Improved interval estimation for the two-parameter Birnbaum-Saunders distribution

Resumen

Nota bibliográfica

Financiación

ASJC Scopus subject areas

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