Inferences on the Parameters of the Birnbaum-Saunders Fatigue Life Distribution Based on Maximum Likelihood Estimation

Abstract

This paper provides tests of hypotheses and confidence intervals for the scale and shape parameters singly of the Birnbaum-Saunders fatigue life model, each with the other an unknown nuisance parameter. The procedure for each parameter is based on its maximum likelihood estimate, although in the case of the scale parameter it is necessary to consider conditional procedures.