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Statistical analysis of two-parameter generalized Birnbaum-Saunders Cauchy distribution
Authors:Ronghua Wang  Xiaoling Xu and Beiqing Gu
Institution:Mathematics and Science College, Shanghai Normal University,School of Statistics and Information, Shanghai University of International Business and Economics and School of Statistics and Information, Shanghai University of International Business and Economics
Abstract:The image features of density function and failure rate function are studied in detail for two-parameter generalized Birnbaum-Saunders Cauchy fatigue life distribution. The logarithmic moment estimation and other two point estimations of parameters are proposed under full sample, and the precisions of point estimations are investigated by Monte-Carlo simulations. The approximate interval estimations of parameters are given by using Taylor expansion, and the precisions of approximate interval estimations are investigated by Monte-Carlo simulations. Finally, several examples show the feasibility of the methods.
Keywords:Two-parameter generalized Birnbaum-Saunders Cauchy fatigue life distribution  shape parameter  scale parameter  point estimation  approximate interval estimation  
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