Title
Confidence interval estimation by a joint pivot method
Abstract
The Birnbaum–Saunders distribution is widely used in fields such as survival analysis. In this paper, we use a new method to construct confidence intervals for the shape parameter of the Birnbaum–Saunders distribution and find it superior to some existing methods. Our method can be called the “joint pivot method” as we obtain the confidence interval by uniting two pivots. Furthermore, we find that the joint pivot method can also be used to solve the Behrens–Fisher problem. Simulation studies show that the joint pivot method is comparable with some commonly practiced ones. Finally, we analyse two real data sets to illustrate the proposed procedure.
Year
DOI
Venue
2016
10.1007/s00180-015-0585-7
Computational Statistics
Keywords
DocType
Volume
Birnbaum–Saunders distribution, Behrens–Fisher problem, Joint pivot, Monotonicity
Journal
31
Issue
ISSN
Citations 
2
1613-9658
0
PageRank 
References 
Authors
0.34
5
3
Name
Order
Citations
PageRank
Wangli Xu196.40
wei yu250.82
zaixing li300.34