Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

DOI10.1016/J.CSDA.2011.02.005MaRDI QIDQ901637zbMATH OpenOpenAlexWikidataFDO

Authors Artur J. Lemonte, Silvia L. P. Ferrari

Publication date 12 January 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1009.2031

zbMATH Keywords

Birnbaumcensored datafatigue life distributiongradient testlifetime datalikelihood ratio testMonte Carlo simulationsSaunders distribution

Mathematics Subject Classification ID

Censored data models (62N01) Testing in survival analysis and censored data (62N03) Reliability and life testing (62N05)

Abstract: The two-parameter Birnbaum-Saunders distribution has been used succesfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Three empirical applications are presented.

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Cited in

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• Ox

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