On Birnbaum-Saunders inference
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Abstract: The Birnbaum-Saunders distribution, also known as the fatigue-life distribution, is frequently used in reliability studies. We obtain adjustments to the Birnbaum--Saunders profile likelihood function. The modified versions of the likelihood function were obtained for both the shape and scale parameters, i.e., we take the shape parameter to be of interest and the scale parameter to be of nuisance, and then consider the situation in which the interest lies in performing inference on the scale parameter with the shape parameter entering the modeling in nuisance fashion. Modified profile maximum likelihood estimators are obtained by maximizing the corresponding adjusted likelihood functions. We present numerical evidence on the finite sample behavior of the different estimators and associated likelihood ratio tests. The results favor the adjusted estimators and tests we propose. A novel aspect of the profile likelihood adjustments obtained in this paper is that they yield improved point estimators and tests. The two profile likelihood adjustments work well when inference is made on the shape parameter, and one of them displays superior behavior when it comes to performing hypothesis testing inference on the scale parameter. Two empirical applications are briefly presented.
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Cited in
(17)- A family of autoregressive conditional duration models applied to financial data
- Shape and change point analyses of the Birnbaum-Saunders-\(t\) hazard rate and associated estimation
- Inference in a bimodal Birnbaum-Saunders model
- Interval estimation for the shape and scale parameters of the Birnbaum-Saunders distribution
- On a new class of skewed Birnbaum-Saunders models
- Improved Birnbaum-Saunders inference under type II censoring
- Reference analysis for Birnbaum-Saunders distribution
- An alpha-power extension for the Birnbaum-Saunders distribution
- A methodology for stochastic inventory models based on a zero-adjusted Birnbaum-Saunders distribution
- Reliability analysis of Birnbaum–Saunders model based on progressive type-II censoring
- Birnbaum‐Saunders distribution: A review of models, analysis, and applications
- Robust statistical modeling using the Birnbaum‐Saunders‐t distribution applied to insurance
- Improved log-Birnbaum-Saunders inference under type II censoring
- Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples
- An R implementation for generalized Birnbaum-Saunders distributions
- Inference procedures for the Birnbaum-Saunders distribution and its generalizations
- The Birnbaum-Saunders autoregressive conditional duration model
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