Abstract
The Birnbaum-Saunders distribution is a positively skewed distribution that is frequently used for analyzing lifetime data. Regression analysis is widely used in this context when some covariates are involved in the life-test. In this article, we discuss the maximum likelihood estimation of the model parameters and associated inference. We discuss the likelihood-ratio tests for some hypotheses of interest as well as some interval estimation methods. A Monte Carlo simulation study is then carried out to examine the performance of the proposed estimators and the interval estimation methods. Finally, some numerical data analyses are done for illustrating all the inferential methods developed here.
Original language | English |
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Pages (from-to) | 2073-2100 |
Number of pages | 28 |
Journal | Communications in Statistics: Simulation and Computation |
Volume | 44 |
Issue number | 8 |
DOIs | |
Publication status | Published - 14 Sept 2015 |
Externally published | Yes |
Keywords
- Akaike information criterion
- Asymptotic confidence interval
- Birnbaum-Saunders distribution
- Bootstrap confidence interval
- Goodness-of-fit test
- Likelihood-ratio test
- Maximum likelihood estimators
- Q-Q plot