Inference for the birnbaum-saunders lifetime regression model with applications

N. Balakrishnan*, Xiaojun Zhu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

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 languageEnglish
Pages (from-to)2073-2100
Number of pages28
JournalCommunications in Statistics: Simulation and Computation
Volume44
Issue number8
DOIs
Publication statusPublished - 14 Sept 2015
Externally publishedYes

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

Cite this