Interval estimation for the shape and scale parameters of the Birnbaum-Saunders distribution
type: Item
instance of: scholarly article
title: Interval estimation for the shape and scale parameters of the Birnbaum-Saunders distribution
zbMATH Open document ID: 1434.62035
DOI: 10.1134/S1995080219080110
author: N. Jantakoon
author: Andrei Volodin
published in: Lobachevskii Journal of Mathematics
publication date: 2019-12-03T00:00:00Z
review text: The two-parameter Birnbaum-Saunders distribution has probability density function \[ f(t)=\frac{1}{2\alpha\beta\sqrt{2\pi}}\left[\left(\frac{\beta}{t}\right)^{1/2}+\left(\frac{\beta}{t}\right)^{3/2}\right]\exp\left\{-\frac{1}{2\alpha^2}\left(\frac{t}{\beta}+\frac{\beta}{t}-2\right)\right\}\,, \] for \(t>0\), where \(\alpha>0\) and \(\beta>0\) are parameters. The authors propose two techniques for the construction of confidence intervals for these two parameters. The first is based on a generalized pivotal approach, and the second on the percentile bootstrap. Numerical studies compare these two approaches with others available in the literature.
reviewed by: Fraser Daly
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 7139465
zbMATH Keywords: Birnbaum-Saunders distribution
zbMATH Keywords: interval estimation
zbMATH Keywords: pivotal quantity
zbMATH Keywords: bootstrap
describes a project that uses: bootstrap
MaRDI profile type: Publication
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full work available at URL: s1995080219080110
OpenAlex ID: W2971783902
description: scientific article; zbMATH DE number 7139465