Birnbaum-Saunders distribution based on Laplace kernel and some properties and inferential issues

Xiaojun Zhu; N. Balakrishnan

doi:10.1016/j.spl.2015.02.007

Birnbaum-Saunders distribution based on Laplace kernel and some properties and inferential issues

Xiaojun Zhu^*, N. Balakrishnan

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

13 Citations (Scopus)

Abstract

For the Birnbaum-Saunders distribution based on Laplace kernel, we discuss the shape characteristics of density and hazard functions. We show the existence and uniqueness of maximum likelihood estimates. Simple modified moment estimators are proposed and compared with maximum likelihood estimates.

Original language	English
Pages (from-to)	1-10
Number of pages	10
Journal	Statistics and Probability Letters
Volume	101
DOIs	https://doi.org/10.1016/j.spl.2015.02.007
Publication status	Published - 1 Jun 2015
Externally published	Yes

Keywords

Birnbaum-Saunders distribution
Generalized Birnbaum-Saunders distribution
Hazard function
Laplace Birnbaum-Saunders distribution
Modified moment estimators

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10.1016/j.spl.2015.02.007

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title = "Birnbaum-Saunders distribution based on Laplace kernel and some properties and inferential issues",

abstract = "For the Birnbaum-Saunders distribution based on Laplace kernel, we discuss the shape characteristics of density and hazard functions. We show the existence and uniqueness of maximum likelihood estimates. Simple modified moment estimators are proposed and compared with maximum likelihood estimates.",

keywords = "Birnbaum-Saunders distribution, Generalized Birnbaum-Saunders distribution, Hazard function, Laplace Birnbaum-Saunders distribution, Modified moment estimators",

author = "Xiaojun Zhu and N. Balakrishnan",

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AU - Zhu, Xiaojun

AU - Balakrishnan, N.

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N2 - For the Birnbaum-Saunders distribution based on Laplace kernel, we discuss the shape characteristics of density and hazard functions. We show the existence and uniqueness of maximum likelihood estimates. Simple modified moment estimators are proposed and compared with maximum likelihood estimates.

AB - For the Birnbaum-Saunders distribution based on Laplace kernel, we discuss the shape characteristics of density and hazard functions. We show the existence and uniqueness of maximum likelihood estimates. Simple modified moment estimators are proposed and compared with maximum likelihood estimates.

KW - Birnbaum-Saunders distribution

KW - Generalized Birnbaum-Saunders distribution

KW - Hazard function

KW - Laplace Birnbaum-Saunders distribution

KW - Modified moment estimators

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DO - 10.1016/j.spl.2015.02.007

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SP - 1

EP - 10

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Birnbaum-Saunders distribution based on Laplace kernel and some properties and inferential issues

Abstract

Keywords

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