Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
418172 | Computational Statistics & Data Analysis | 2007 | 26 Pages |
Abstract
We develop nearly unbiased estimators for the two-parameter Birnbaum–Saunders distribution [Birnbaum, Z.W., Saunders, S.C., 1969a. A new family of life distributions. J. Appl. Probab. 6, 319–327], which is commonly used in reliability studies. We derive modified maximum likelihood estimators that are bias-free to second order. We also consider bootstrap-based bias correction. The numerical evidence we present favors three bias-adjusted estimators. Different interval estimation strategies are evaluated. Additionally, we derive a Bartlett correction that improves the finite-sample performance of the likelihood ratio test in finite samples.
Keywords
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Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Artur J. Lemonte, Francisco Cribari-Neto, Klaus L.P. Vasconcellos,