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

页码：1673 / 1685

页数：13

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