Journal of Statistical Theory and Applications

Volume 15, Issue 2, June 2016, Pages 196 - 205

A note on the Fisher information matrix of the Birnbaum–Saunders distribution

Authors
Artur J. Lemonte
Corresponding Author
Artur J. Lemonte
Received 8 December 2014, Accepted 5 May 2015, Available Online 1 June 2016.
DOI
10.2991/jsta.2016.15.2.9How to use a DOI?
Keywords
Birnbaum–Saunders distribution; Fatigue life distribution; Fisher information matrix; Lifetime data; Fatigue life problems.
Abstract

We show that the Fisher information matrix of the Birnbaum–Saunders distribution can present numerical problems for some values of the shape parameter. To overcome this problem, we provide a simple analytical approximation which works very well.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
15 - 2
Pages
196 - 205
Publication Date
2016/06/01
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2016.15.2.9How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Artur J. Lemonte
PY  - 2016
DA  - 2016/06/01
TI  - A note on the Fisher information matrix of the Birnbaum–Saunders distribution
JO  - Journal of Statistical Theory and Applications
SP  - 196
EP  - 205
VL  - 15
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2016.15.2.9
DO  - 10.2991/jsta.2016.15.2.9
ID  - Lemonte2016
ER  -