Estimation for Birnbaum–Saunders Distribution in Simple Step Stress–accelerated Life Test with Type-II Censoring. Issue 3 (15th March 2016)

• Record Type: Journal Article
• Authors: Sun, Tianyu; Shi, Yimin
• Is Part Of: Communications in statistics. Volume 45:Issue 3(2016)
• Page Start: 880
• Page End: 901
• Publication Date: 2016-03-15
• Subjects: Birnbaum-Saunders distribution -- Gibbs sampling -- Markov Chain Monte Carlo -- Simple step stress.; 62N01; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2013.879887
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract : This paper develops the Bayesian estimation for the Birnbaum–Saunders distribution based on Type-II censoring in the simple step stress–accelerated life test with power law accelerated form. Maximum likelihood estimates are obtained and Gibbs sampling procedure is used to get the Bayesian estimates for shape parameter of Birnbaum–Saunders distribution and parameters of power law–accelerated model. Asymptotic normality method and Markov Chain Monte Carlo method are employed to construct the corresponding confidence interval and highest posterior density interval at different confidence level, respectively. At last, the results are compared by using Monte Carlo simulations, and a numerical example is analyzed for illustration.