Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples

@article{Ng2006PointAI,
  title={Point and interval estimation for the two-parameter Birnbaum-Saunders distribution based on Type-II censored samples},
  author={Hon K. T. Ng and Debasis Kundu and Narayanaswamy Balakrishnan},
  journal={Computational Statistics & Data Analysis},
  year={2006},
  volume={50},
  pages={3222-3242}
}
The maximum likelihood estimators, based on Type-II censored samples, of a twoparameter Birnbaum-Saunders distribution are discussed. We propose a simple biasreduction method to reduce the bias of the maximum likelihood estimators. We also discuss a Monte Carlo EM-algorithm for the determination of the maximum likelihood estimators. Monte Carlo simulation is used to compare the performance of all these estimators. The probability coverages of confidence intervals based on inferential quantities… CONTINUE READING
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Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

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