Please use this identifier to cite or link to this item: http://hdl.handle.net/1822/20978

TitleShape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation
Author(s)Azevedo, Cecília Maria
Athayde, Emilia
Leiva, Víctor
Balakrishnan, N.
KeywordsFailure rate
Generalized Birnbaum-Saunders distribution
Lifetime data
Likelihood methods
Moment estimation
Monte Carlo methods
Issue dateDec-2012
PublisherElsevier
JournalComputational Statistics & Data Analysis
Abstract(s)The hazard rate is a statistical indicator commonly used in lifetime analysis. The Birnbaum-Saunders (BS) model is a life distribution originated from a problem pertaining to material fatigue that has been applied to diverse fields. The BS model relates the total time until failure to some type of cumulative damage that is normally distributed. The generalized BS (GBS) distribution is a class of positively skewed models with lighter and heavier tails than the BS distribution. Particular cases of GBS distributions are the BS and BS-Student-t (BS-t) models. In this paper, we discuss shape and change point analyses for the hazard rate of the BS-t distribution. In addition, we evaluate the performance of the maximum likelihood and moment estimators of this change point using Monte Carlo methods. We also present an application with a real life data set useful for survival analysis, which shows the convenience of knowing such instant of change for establishing a reduction in the dose and, as a consequence, in the cost of the treatment.
TypeArticle
URIhttp://hdl.handle.net/1822/20978
DOI10.1016/j.csda.2012.05.007
ISSN0167-9473
Peer-Reviewedyes
AccessOpen access
Appears in Collections:CMAT - Artigos em revistas com arbitragem / Papers in peer review journals
DMA - Artigos (Papers)

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