JSM 2003 Online Program

Abstract #301644

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Activity Number:	98
Type:	Contributed
Date/Time:	Monday, August 4, 2003 : 9:00 AM to 10:50 AM
Sponsor:	IMS
Abstract - #301644
Title:	Estimation of the Parameters of the Birnbaum-Saunders Distribution
Author(s):	Linxiong Li*+ and Steven G. From
Companies:	University of New Orleans and
Address:	Dept. of Mathematics, New Orleans, LA, 70148-0001,
Keywords:	censored data ; maximum likelihood ; order statistic ; robust estimation
Abstract:	Some alternative estimators to the maximum likelihood estimators of the two parameters of the Birnbaum-Saunders distribution are proposed. Most have high efficiencies as measured by root mean square error and are robust to departure from the model as well as to outliers. In addition, the proposed estimators are easy to compute. Both complete and right censored data are discussed. Simulation studies are provided to compare the performance of the estimators.

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