Fiducial inference for Birnbaum-Saunders distribution

被引：14
|
作者：
Li, Yalan [1 ]
Xu, Ancha [1 ]
机构：
[1] Wenzhou Univ, Coll Math & Informat Sci, Zhejiang, Peoples R China
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2016年 / 86卷 / 09期
基金：
中国博士后科学基金;
关键词：
Birnbaum-Saunders distribution; fiducial inference; adaptive rejection Metropolis sampling; GENERALIZED CONFIDENCE-INTERVALS; MODIFIED MOMENT ESTIMATION; LIFE DISTRIBUTIONS; FATIGUE; MODEL; FAMILY;
D O I：
10.1080/00949655.2015.1077840
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
In this paper, we consider fiducial inference for the unknown parameters of the Birnbaum-Saunders distribution. Two generalized fiducial distributions of the parameters are obtained. One is based on the inverse of the structural equation, and the fiducial estimates of the parameters are obtained by a simulation method. The other is based on the method of [Hannig J. Generalized fiducial inference via discretization. Stat. Sinica. 2013;23:489-514], then we use adaptive rejection Metropolis sampling to get the fiducial estimates. We compare the fiducial estimates with the maximum likelihood estimates and Bayesian estimates by simulations. Two real data sets are analysed for illustration.
引用
收藏
页码：1673 / 1685
页数：13
相关论文
共 50 条
  • [1] On Birnbaum-Saunders inference
    Cysneiros, Audrey H. M. A.
    Cribari-Neto, Francisco
    Araujo, Carlos A. G., Jr.
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 52 (11) : 4939 - 4950
  • [2] Fast Bayesian Inference for Birnbaum-Saunders Distribution
    Mahdi Teimouri
    [J]. Computational Statistics, 2023, 38 : 569 - 601
  • [3] Bivariate Birnbaum-Saunders distribution and associated inference
    Kundu, Debasis
    Balakrishnan, N.
    Jamalizadeh, A.
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (01) : 113 - 125
  • [4] Fast Bayesian Inference for Birnbaum-Saunders Distribution
    Teimouri, Mahdi
    [J]. COMPUTATIONAL STATISTICS, 2023, 38 (02) : 569 - 601
  • [5] Epsilon Birnbaum-Saunders distribution family: properties and inference
    Castillo, Nabor O.
    Gomez, Hector W.
    Bolfarine, Heleno
    [J]. STATISTICAL PAPERS, 2011, 52 (04) : 871 - 883
  • [6] Bayesian inference for Birnbaum-Saunders distribution and its generalization
    Sha, Naijun
    Ng, Tun Lee
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (12) : 2411 - 2429
  • [7] Multivariate Birnbaum-Saunders distribution: properties and associated inference
    Lemonte, Artur J.
    Martinez-Florez, Guillermo
    Moreno-Arenas, German
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (02) : 374 - 392
  • [8] Inference procedures for the Birnbaum-Saunders distribution and its generalizations
    Meintanis, Simos G.
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2010, 54 (02) : 367 - 373
  • [9] On the hazard function of Birnbaum-Saunders distribution and associated inference
    Kundu, Debasis
    Kannan, Nandini
    Balakrishnan, N.
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2008, 52 (05) : 2692 - 2702
  • [10] Fiducial Inference on the Right Censored Birnbaum-Saunders Data via Gibbs Sampler
    Jayalath, Kalanka P.
    [J]. STATS, 2021, 4 (02): : 385 - 399
12345