Robust estimation of the Birnbaum-Saunders distribution
نویسندگان
چکیده
منابع مشابه
Simple robust parameter estimation for the Birnbaum-Saunders distribution
*Correspondence: [email protected] 1Department of Mathematical Sciences, Michigan Technological University, Houghton, MI, USA Full list of author information is available at the end of the article Abstract We study the problem of robust estimation for the two-parameter Birnbaum-Saunders distribution. It is well known that the maximum likelihood estimator (MLE) is efficient when the underlying mod...
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Abstract: Depending on the type of distribution, estimation of parameters are not sometimes simple in practice. In particular, this is the case for Birnbaum-Saunders distribution (BS). In this article, we present four different methods for estimating the parameters of a BS distribution. First, a simple graphical technique, analogous to probability plotting, is used to estimate the parameters an...
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The two-parameter Birnbaum–Saunders (BS) distribution was originally proposed as a failure time distribution for fatigue failure caused under cyclic loading. BS model is a positively skewed statistical distribution which has received great attention in recent decades. Several extensions of this distribution with various degrees of skewness, kurtosis and modality are considered. In particular, a...
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The maximum likelihood estimators and a modi#cation of the moment estimators of a twoparameter Birnbaum–Saunders distribution are discussed. A simple bias-reduction method is proposed to reduce the bias of the maximum likelihood estimators and the modi#ed moment estimators. The jackknife technique is also used to reduce the bias of these estimators. Monte Carlo simulation is used to compare the...
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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 con6dence intervals are based on the proposed method and those procedures discussed in Ng et al. (Comput. Statist. Data Anal., (2003)) are evaluated using Monte C...
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ژورنال
عنوان ژورنال: IEEE Transactions on Reliability
سال: 1998
ISSN: 0018-9529
DOI: 10.1109/24.690913