Abstract
In this paper, a confidence interval for the lOOpth percentile of the Birnbaum-Saunders distribution is constructed. Conservative two-sided tolerance limits are then obtained from the confidence limits. These results are useful for reliability evaluation when using the Birnbaum-Saunders model. A simple scheme for generating Birnbaum-Saunders random variâtes is derived. This is used for a simulation study on investigating the effectiveness of the proposed confidence interval in terms of its coverage probability.
| Original language | English |
|---|---|
| Pages (from-to) | 2853-2863 |
| Number of pages | 11 |
| Journal | Communications in Statistics - Theory and Methods |
| Volume | 23 |
| Issue number | 10 |
| DOIs | |
| State | Published - 1 Jan 1994 |
Keywords
- Birnbaum-Saunders distribution
- confidence intervals
- percentiles
- simulation
- tolerance limits