کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415293 681197 2008 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On Birnbaum–Saunders inference
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
On Birnbaum–Saunders inference
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 11, 15 July 2008, Pages 4939–4950
نویسندگان
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