Modified censored moment estimation for the two-parameter Birnbaum-Saunders distribution

Computational Statistics and Data Analysis

Volumn 50, Issue 4, 2006, Pages 1033-1051

  Wang, Zhihui ^a   Desmond, A F ^b   Lu, Xuewen ^c  

^a SHAOYANG UNIVERSITY   (China)

^b UNIVERSITY OF GUELPH   (Canada)

^c UNIVERSITY OF CALGARY   (Canada)

Author keywords

Bias reduced estimator; Birnbaum Saunders distribution; Modified censored moment estimator; Monte Carlo simulations; Probability coverage; Random censoring; Synthetic data

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; PROBABILITY;

BIASED-REDUCED ESTIMATORS; BIRNBAUM-SAUNDERS DISTRIBUTION; MODIFIED CENSORED MOMENT ESTIMATORS; PROBABILITY COVERAGE; RANDOM CENSORING; SYNTHETIC DATA;

PARAMETER ESTIMATION;

EID: 26444438657     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.10.014     Document Type: Article

References (17)

1. P.K. Andersen, O. Borgan, R.D. Gill, and N. Keiding Statistical Models Based on Counting Processes 1993 Springer New York
2. Z.W. Birnbaum, and S.C. Saunders A new family of life distributions J. Appl. Probab. 6 1969 319 327
3. Z.W. Birnbaum, and S.C. Saunders Estimation for a family of life distributions with applications to fatigue J. Appl. Probab. 6 1969 328 347
4. H. Cramér Mathematical Methods of Statistics 1946 Princeton University Press Princeton, NJ
5. Desmond, A.F., 1982. Local maxima of stationary stochastic processes and stochastic modelling of fatigue. Unpublished Ph.D. Thesis, University of Waterloo.
6. A.F. Desmond Stochastic models of failure in random environments Canad. J. Statist. 13 1985 171 183
7. M. Engelhardt, L.J. Bain, and F.T. Wright Inference on the parameters of the Birnbaum-Saunders fatigue life distribution based on maximum likelihood estimation Technometrics 23 1981 251 255
8. T.R. Fleming, and D.P. Harrington Counting Processes and Survival Analysis 1991 John Wiley & Sons New York
9. R. Gill Large sample behavior of the product-limit estimator on the whole line Ann. Statist. 11 1983 49 58
10. S.L. Jeng Inference for the fatigue life model based on the Birnbaum-Saunders distribution Comm. Statist. Simulation Comput. 32 2003 43 60
11. J.F. Lawless Statistical models and methods for lifetime data 1982 John Wiley & Sons New York
12. McCarter, K.C., 1999. Estimation and prediction for the Birnbaum-Saunders distribution using Type-II censored samples, with a comparison to the inverse Gaussian Distribution. Ph.D. Dissertation, Kansas State University.
13. H.K.T. Ng, D. Kundu, and N. Balakrishnan Modified moment estimation for the two-parameter Birnbaum-Saunders distribution Comput. Statist. Data Anal. 43 2003 283 298
14. M.C. Pike A method of analysis of a certain class of experiments in Carcinogenesis Biometrics. 22 1996 142 161
15. J.R. Rieck Parametric estimation for the Birnbaum-Saunders distribution based on symmetrically censored samples Comm. Statist. Theory Methods 24 1995 1721 1736
16. J.R. Rieck A comparison of two random number generators for the Birnbaum-Saunders distribution Comm. Statist. Theory Methods 32 2003 929 934
17. M. Zhou Some properties of the Kaplan-Meier estimator for independent, nonidentically distributed random variables Ann. Statist. 19 1991 2266 2274