Improved Birnbaum–Saunders inference under type II censoring
AbstractThe Birnbaum–Saunders distribution is useful for modeling reliability data. In this paper we obtain adjusted profile maximum likelihood estimators for the Birnbaum–Saunders distribution shape parameter under type II data censoring. We consider the adjustments to the profile likelihood function proposed by Barndorff-Nielsen (1983), Cox and Reid (1987), Fraser and Reid (1995), Fraser et al. (1999) and Severini (1998, 1999). We obtain modified profile likelihood ratio tests and also consider bootstrap-based inference. Interval estimation is addressed as well. Several bootstrap confidence intervals are considered. Monte Carlo simulation results on point estimation, interval estimation and hypothesis testing inference are reported. Finally, we present two applications that use real (not simulated) data.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Computational Statistics & Data Analysis.
Volume (Year): 57 (2013)
Issue (Month): 1 ()
Contact details of provider:
Web page: http://www.elsevier.com/locate/csda
Bias; Birnbaum–Saunders distribution; Bootstrap; Likelihood ratio test; Maximum likelihood estimation; Modified profile likelihood;
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
- Ng, H.K.T. & Kundu, D. & Balakrishnan, N., 2006. "Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 3222-3242, July.
- Wang, Zhihui & Desmond, A.F. & Lu, Xuewen, 2006. "Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 50(4), pages 1033-1051, February.
- Manuel Galea & Victor Leiva-Sanchez & Gilberto Paula, 2004. "Influence Diagnostics in log-Birnbaum-Saunders Regression Models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 31(9), pages 1049-1064.
- Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco & Araújo Jr., Carlos A.G., 2008. "On Birnbaum-Saunders inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(11), pages 4939-4950, July.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.