Graphical analysis for Birnbaum-Saunders distribution

The Birnbaum-Saunders distribution has been shown to be the failure time distribution for fatigue failure in particular and for stochastic wear-out failure in general. In this paper, we present a simple graphical technique, analogous to probability plotting, to estimate the parameters and check for goodness-of-fit of failure times following the Birnbaum-Saunders distribution. Using known results from regression analysis, confidence intervals for the parameters can easily be established. A salient feature of our method is that it can be used for censored data where no analytical method is available for estimation. Finally a numerical example is given to illustrate the procedure and to compare our results with that of the maximum likelihood estimation.