On the hazard function of Birnbaum-Saunders distribution and associated inference

  • Authors:
  • Debasis Kundu;Nandini Kannan;N. Balakrishnan

  • Affiliations:
  • Department of Mathematics and Statistics, Indian Institute of Technology Kanpur 208016, India;Department of Management Science and Statistics, The University of Texas at San Antonio, 1604 N. West Loop, San Antonio, TX 78249, USA;Department of Mathematics and Statistics, McMaster University, Hamilton, Ont., Canada L8S 4K1

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2008

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Abstract

In this paper, we discuss the shape of the hazard function of Birnbaum-Saunders distribution. Specifically, we establish that the hazard function of Birnbaum-Saunders distribution is an upside down function for all values of the shape parameter. In reliability and survival analysis, as it is often of interest to determine the point at which the hazard function reaches its maximum, we propose different estimators of that point and evaluate their performance using Monte Carlo simulations. Next, we analyze a data set and illustrate all the inferential methods developed here and finally make some concluding remarks.