Bootstrap-based improved estimators for the two-parameter Birnbaum-Saunders distribution

In this paper, we consider the two-parameter Birnbaum-Saunders distribution proposed by Birnbaum and Saunders [Birnbaum, Z.W. and Saunders, S.C., 1969, A new family of life distributions. Journal of Applied Probability, 6, 319-327], which is commonly used for modeling the lifetime of materials and e...

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Bibliographic Details
Published inJournal of statistical computation and simulation Vol. 78; no. 1; pp. 37 - 49
Main Authors Lemonte, Artur J., Simas, Alexandre B., Cribari-Neto, Francisco
Format Journal Article
LanguageEnglish
Published Taylor & Francis 01.01.2008
Subjects
Bias correction
Birnbaum-Saunders distribution
Bootstrap
Maximum-likelihood estimation
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Summary:In this paper, we consider the two-parameter Birnbaum-Saunders distribution proposed by Birnbaum and Saunders [Birnbaum, Z.W. and Saunders, S.C., 1969, A new family of life distributions. Journal of Applied Probability, 6, 319-327], which is commonly used for modeling the lifetime of materials and equipment. We consider different strategies of bias correction of the maximum-likelihood estimators for the parameters that index the distribution via bootstrap (parametric and nonparametric). The numerical evidence favors a particular bootstrap estimator based on parametric resampling. Finally, an example with real data is presented and discussed.
Bibliography:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0094-9655
1563-5163
DOI:10.1080/10629360600903882