Percentile bounds and tolerance limits for the birnbaum-saunders distribution

Dong Shang Chang, Loon Ching Tang

Research output: Contribution to journalArticlepeer-review

32 Scopus citations


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 languageEnglish
Pages (from-to)2853-2863
Number of pages11
JournalCommunications in Statistics - Theory and Methods
Issue number10
StatePublished - 1 Jan 1994


  • Birnbaum-Saunders distribution
  • confidence intervals
  • percentiles
  • simulation
  • tolerance limits


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