Modified moment estimation for the two-parameter Birnbaum--Saunders distribution

Authors:
H. K. T. Ng;D. Kundu;N. Balakrishnan
Affiliations:
Department of Mathematics and Statistics, McMaster University, Hamilton, Ont., Canada L8S 4K1;Department of Mathematics, Indian Institute of Technology Kanpur, Kanpur 208016, India;Department of Mathematics and Statistics, McMaster University, Hamilton, Ont., Canada L8S 4K1
Venue:
Computational Statistics & Data Analysis
Year:
2003

Citing 0
Cited 21

Improved statistical inference for the two-parameter Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
Diagnostics analysis for log-Birnbaum-Saunders regression models

Computational Statistics & Data Analysis
Lifetime analysis based on the generalized Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
On the hazard function of Birnbaum-Saunders distribution and associated inference

Computational Statistics & Data Analysis
On Birnbaum-Saunders inference

Computational Statistics & Data Analysis
Reference analysis for Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
Estimation of the Birnbaum-Saunders regression model with current status data

Computational Statistics & Data Analysis
Inference procedures for the Birnbaum-Saunders distribution and its generalizations

Computational Statistics & Data Analysis
Bivariate Birnbaum-Saunders distribution and associated inference

Journal of Multivariate Analysis
Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples

Computational Statistics & Data Analysis
Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
Estimation of extreme percentiles in Birnbaum-Saunders distributions

Computational Statistics & Data Analysis
Bayesian analysis of Birnbaum-Saunders distribution with partial information

Computational Statistics & Data Analysis
A mixed effects log-linear model based on the Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
Diagnostics for a class of survival regression models with heavy-tailed errors

Computational Statistics & Data Analysis
Generalized interval estimation for the Birnbaum-Saunders distribution

Computational Statistics & Data Analysis
Improved Birnbaum-Saunders inference under type II censoring

Computational Statistics & Data Analysis
Generalized multivariate Birnbaum-Saunders distributions and related inferential issues

Journal of Multivariate Analysis
Bootstrap control charts in monitoring value at risk in insurance

Expert Systems with Applications: An International Journal
A robust extension of the bivariate Birnbaum-Saunders distribution and associated inference

Journal of Multivariate Analysis
Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm

Computational Statistics & Data Analysis

Quantified Score

Hi-index	0.03

Visualization

Abstract

The maximum likelihood estimators and a modification of the moment estimators of a two-parameter Birnbaum-Saunders distribution are discussed. A simple bias-reduction method is proposed to reduce the bias of the maximum likelihood estimators and the modified moment estimators. The jackknife technique is also used to reduce the bias of these estimators. Monte Carlo simulation is used to compare the performance of all these estimators. The probability coverages of confidence intervals based on inferential quantities associated with all these estimators are evaluated using Monte Carlo simulations for small, moderate and large sample sizes. Two illustrative examples and some concluding remarks are finally presented.