On the hazard function of Birnbaum-Saunders distribution and associated inference
In this paper, we discuss the shape of the hazard function of Birnbaum-Saunders distribution. Specifically, we establish that the hazard function of Birnbaum-Saunders distribution is an upside down function for all values of the shape parameter. In reliability and survival analysis, as it is often of interest to determine the point at which the hazard function reaches its maximum, we propose different estimators of that point and evaluate their performance using Monte Carlo simulations. Next, we analyze a data set and illustrate all the inferential methods developed here and finally make some concluding remarks. (C) 2007 Elsevier B.V. All rights reserved.
hazard function birnbaum-saunders distribution change point asymptotic distribution bootstrap confidence interval modified moment estimators bias-corrected modified moment estimators maximum likelihood estimators