A New Inference Approach for Type-II Generalized Birnbaum-Saunders Distribution
Naijun Sha
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Naijun Sha: Department of Mathematical Sciences, University of Texas at El Paso, El Paso, TX 79968, USA
Stats, 2019, vol. 2, issue 1, 1-16
Abstract:
The Birnbaum-Saunders (BS) distribution, with its generalizations, has been successfully applied in a wide variety of fields. One generalization, type-II generalized BS (denoted as GBS-II), has been developed and attracted considerable attention in recent years. In this article, we propose a new simple and convenient procedure of inference approach for GBS-II distribution. An extensive simulation study is carried out to assess performance of the methods under various settings of parameter values with different sample sizes. Real data are analyzed for illustrative purposes to display the efficiency of the proposed method.
Keywords: generalized Birnbaum-Saunders distribution; likelihood function; transformation; approximation; estimation; hypothesis test (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:gam:jstats:v:2:y:2019:i:1:p:11-163:d:207371
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