Improved interval estimation for the two-parameter Birnbaum-Saunders distribution

Abstract An improved interval estimation for the two-parameter Birnbaum–Saunders distribution is discussed. The proposed method is based on the recently developed higher-order likelihood-based asymptotic procedure. The probability coverages of confidence intervals are based on the proposed method and those procedures discussed in Ng et al. (Comput. Statist. Data Anal., (2003)) are evaluated using Monte Carlo simulations for small and moderate sample sizes. Two real life examples and some concluding remarks are also presented.

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