Improved interval estimation for the two-parameter Birnbaum-Saunders distribution

被引：40
作者：
Wu, JR
Wong, ACM
机构：
[1] St Jude Childrens Res Hosp, Dept Biostat, Memphis, TN 38105 USA
[2] York Univ, Atkinson Fac Liberal & Profess Studies, Toronto, ON M3J 1P3, Canada
来源：
COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2004年 / 47卷 / 04期
关键词：
Birnbaum-Saunders distribution; confidence interval; Monte Carlo simulations; pivotal quantity; probability coverage; signed log-likelihood ratio statistic;
D O I：
10.1016/j.csda.2003.11.018
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
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 confidence intervals are based on the proposed method and those procedures discussed in Ng et al. (Comput. Statist. Data Anal., (2003)) are evaluated using Monte Carlo simulations for small and moderate sample sizes. Two real life examples and some concluding remarks are also presented. (C) 2003 Elsevier B.V. All rights reserved.
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页码：809 / 821
页数：13
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