JSM 2004 Online Program

Abstract #300402

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Activity Number:	408
Type:	Contributed
Date/Time:	Thursday, August 12, 2004 : 8:30 AM to 10:20 AM
Sponsor:	General Methodology
Abstract - #300402
Title:	Improved Interval Estimation for the Two-parameter Birnbaum-Saunders Distribution
Author(s):	Jianrong Wu*+ and Augustine Wong
Companies:	St. Jude Children's Research Hospital and York University
Address:	332 N. Lauderdale St., Memphis, TN, 38105,
Keywords:	Birnbaum-Saunders distribution ; confidence interval ; pivotal quantity ; probability coverage ; signed log likelihood ratio statistic
Abstract:	An improved interval estimation for the two-parameter Birnbaum-Saunders distribution is discussed. The proposed method is based on the recently developed higher-order likelihood-based procedure. The probability coverages of confidence intervals based on the proposed method and those procedures discussed in Ng et al. (2003) are evaluated using Monte Carlo simulations for small, moderate, and large sample sizes.

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