IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v57y2013i1p68-81.html
   My bibliography  Save this article

Improved Birnbaum–Saunders inference under type II censoring

Author

Listed:
  • Barreto, Larissa Santana
  • Cysneiros, Audrey H.M.A.
  • Cribari-Neto, Francisco

Abstract

The 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.

Suggested Citation

  • Barreto, Larissa Santana & Cysneiros, Audrey H.M.A. & Cribari-Neto, Francisco, 2013. "Improved Birnbaum–Saunders inference under type II censoring," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 68-81.
  • Handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:68-81
    DOI: 10.1016/j.csda.2012.06.005
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947312002459
    Download Restriction: Full text for ScienceDirect subscribers only.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. 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.
    3. 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.
    4. Ng, H. K. T. & Kundu, D. & Balakrishnan, N., 2003. "Modified moment estimation for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 43(3), pages 283-298, July.
    5. 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.
    6. 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.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhu, Xiaojun & Balakrishnan, N., 2015. "Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 1-10.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:57:y:2013:i:1:p:68-81. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/csda .

    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 CitEc recognized a reference but did not link an item in RePEc 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.