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

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 performance of all these estimators. The probability coverages of con#dence 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 #nally presented. c © 2002 Elsevier Science B.V. All rights reserved.