PERCENTILE BOUNDS AND TOLERANCE LIMITS FOR THE BIRNBAUM-SAUNDERS DISTRIBUTION

被引：33

作者：

CHANG, DS ^{[1
]}

TANG, LC ^{[1
]}

机构：

[1] NATL UNIV SINGAPORE,DEPT IND & SYST ENGN,SINGAPORE 0511,SINGAPORE

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1994年 / 23卷 / 10期

关键词：

BIRNBAUM-SAUNDERS DISTRIBUTION; CONFIDENCE INTERVALS; PERCENTILES; TOLERANCE LIMITS; SIMULATION;

D O I：

10.1080/03610929408831420

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, a confidence interval for the 100pth percentile of the Birnbaum-Saunders distribution is constructed. conservative two-sided tolerance limits are then obtained from the confidence limits. These results are useful for reliability evaluation when using the Birnbaum-Saunders model. A simple scheme for generating Birnbaum-Saunders random variates is derived. This is used for a simulation study on investigating the effectiveness of the proposed confidence interval in terms of its coverage probability.

引用

页码：2853 / 2863

页数：11

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