http://dx.doi.org/10.1080/00949655.2014.881814">
 

Document Type

Journal Article

Department/Unit

Department of Mathematics

Title

Comparison of several Birnbaum–Saunders distributions

Language

English

Abstract

© 2014 Taylor & Francis. Birnbaum–Saunders (BS) distribution is widely used in reliability applications to model failure times. For several samples from possible different BS distributions, to prevent wrong conclusions in any further analysis, it is of importance to accompany a formal comparison for characteristic quantities of the distributions, including mean, quantile and reliability function difference. To this end, two test statistics, which are respectively based on the exact generalized p-value approach and the Delta method, are proposed and their behaviours are investigated. Simulation studies are carried out to examine the size and power performance of the newly proposed statistics. An interesting phenomenon is that in the finite sample simulations we conduct, the Delta method-based test almost uniformly outperforms the generalized p-value-based testal though its sampling null distribution is simulated by Monte Carlo method. This might suggest that the sampling null distribution of the Delta method-based test statistic would have a fast convergence to its limit. The tests are also applied to analyse a real example on the fatigue life of 6061-T6 aluminium coupons for illustration.

Keywords

Birnbaum–Saunders distribution, Delta method, Generalized p-value, Quantities comparison

Publication Date

2014

Source Publication Title

ournal of Statistical Computation and Simulation

Volume

84

Issue

12

Start Page

2721

End Page

2733

Publisher

Taylor & Francis

ISSN (print)

00949655

ISSN (electronic)

15635163

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