Resumo

PEREZ, RAÚL ALBERTO  e  CORREA, JUAN CARLOS. Confidence Intervals for the Parameters of the Birnbaum-Saunders Distribution via Relative likelihood. Rev.Colomb.Estad. [online]. 2008, vol.31, n.1, pp. 85-94. ISSN 0120-1751.

The Birnbaum-Saunders distribution is important as a failure time distribution to study fatigue failure caused under cyclic loading. In this work we developed interval estimators for the different parameters of the Birnbaum-Saunders distribution by means of the relative probability and we will compare them with other procedures using Monte Carlos method. The coverage probabilities of the confidence intervals as well as the lengths for different sizes samples are also evaluated.

Palavras-chave : Birnbaum-Saunders distribution; Monte Carlos's method; relative likelihood.