Estimation of the Parameters of the Birnbaum–Saunders Distribution

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.

Keywords:

• Censored data
• Maximum likelihood
• Order statistic
• Robust estimation

Acknowledgments

We should like to thank the referees and the associate editor for their valuable comments.