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

Detalhes bibliográficos
Autor(a) principal: Lemonte, Artur J.
Data de Publicação: 2016
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFRN
Texto Completo: https://repositorio.ufrn.br/jspui/handle/123456789/25082
Resumo: 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.
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spelling Lemonte, Artur J.2018-04-23T13:10:10Z2018-04-23T13:10:10Z2016-06LEMONTE, Artur J. A note on the Fisher information matrix of the Birnbaumandash-Saunders distribution. Journal of Statistical Theory and Applications, v. 15, p. 196-205, 2016. Disponível em: <https://www.atlantis-press.com/journals/jsta/25856828>. Acesso em: 06 dez. 20171538-7887https://repositorio.ufrn.br/jspui/handle/123456789/25082doi:10.2991/jsta.2016.15.2.9engJournal of Statistical Theory and ApplicationsBirnbaum–Saunders distributionFatigue life distributionFisher information matrixLifetime dataFatigue life problemsA note on the Fisher information matrix of the Birnbaum–Saunders distributioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleWe 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.info:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRNinstname:Universidade Federal do Rio Grande do Norte (UFRN)instacron:UFRNORIGINALANoteOnTheFisher_2016.pdfANoteOnTheFisher_2016.pdfapplication/pdf414865https://repositorio.ufrn.br/bitstream/123456789/25082/1/ANoteOnTheFisher_2016.pdf07eccd335264c03d8620d958aded5911MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://repositorio.ufrn.br/bitstream/123456789/25082/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52TEXTANoteOnTheFisher_2016.pdf.txtANoteOnTheFisher_2016.pdf.txtExtracted texttext/plain23295https://repositorio.ufrn.br/bitstream/123456789/25082/3/ANoteOnTheFisher_2016.pdf.txt3774aa53b598989644ac617897677ff9MD53THUMBNAILANoteOnTheFisher_2016.pdf.jpgANoteOnTheFisher_2016.pdf.jpgIM Thumbnailimage/jpeg5823https://repositorio.ufrn.br/bitstream/123456789/25082/4/ANoteOnTheFisher_2016.pdf.jpg12a2423a2784e5b8f96222071d76a668MD54123456789/250822019-01-30 02:56:24.76oai:https://repositorio.ufrn.br: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Repositório de PublicaçõesPUBhttp://repositorio.ufrn.br/oai/opendoar:2019-01-30T05:56:24Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN)false
dc.title.pt_BR.fl_str_mv A note on the Fisher information matrix of the Birnbaum–Saunders distribution
title A note on the Fisher information matrix of the Birnbaum–Saunders distribution
spellingShingle A note on the Fisher information matrix of the Birnbaum–Saunders distribution
Lemonte, Artur J.
Birnbaum–Saunders distribution
Fatigue life distribution
Fisher information matrix
Lifetime data
Fatigue life problems
title_short A note on the Fisher information matrix of the Birnbaum–Saunders distribution
title_full A note on the Fisher information matrix of the Birnbaum–Saunders distribution
title_fullStr A note on the Fisher information matrix of the Birnbaum–Saunders distribution
title_full_unstemmed A note on the Fisher information matrix of the Birnbaum–Saunders distribution
title_sort A note on the Fisher information matrix of the Birnbaum–Saunders distribution
author Lemonte, Artur J.
author_facet Lemonte, Artur J.
author_role author
dc.contributor.author.fl_str_mv Lemonte, Artur J.
dc.subject.por.fl_str_mv Birnbaum–Saunders distribution
Fatigue life distribution
Fisher information matrix
Lifetime data
Fatigue life problems
topic Birnbaum–Saunders distribution
Fatigue life distribution
Fisher information matrix
Lifetime data
Fatigue life problems
description 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.
publishDate 2016
dc.date.issued.fl_str_mv 2016-06
dc.date.accessioned.fl_str_mv 2018-04-23T13:10:10Z
dc.date.available.fl_str_mv 2018-04-23T13:10:10Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.citation.fl_str_mv LEMONTE, Artur J. A note on the Fisher information matrix of the Birnbaumandash-Saunders distribution. Journal of Statistical Theory and Applications, v. 15, p. 196-205, 2016. Disponível em: <https://www.atlantis-press.com/journals/jsta/25856828>. Acesso em: 06 dez. 2017
dc.identifier.uri.fl_str_mv https://repositorio.ufrn.br/jspui/handle/123456789/25082
dc.identifier.issn.none.fl_str_mv 1538-7887
dc.identifier.doi.none.fl_str_mv doi:10.2991/jsta.2016.15.2.9
identifier_str_mv LEMONTE, Artur J. A note on the Fisher information matrix of the Birnbaumandash-Saunders distribution. Journal of Statistical Theory and Applications, v. 15, p. 196-205, 2016. Disponível em: <https://www.atlantis-press.com/journals/jsta/25856828>. Acesso em: 06 dez. 2017
1538-7887
doi:10.2991/jsta.2016.15.2.9
url https://repositorio.ufrn.br/jspui/handle/123456789/25082
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Journal of Statistical Theory and Applications
publisher.none.fl_str_mv Journal of Statistical Theory and Applications
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFRN
instname:Universidade Federal do Rio Grande do Norte (UFRN)
instacron:UFRN
instname_str Universidade Federal do Rio Grande do Norte (UFRN)
instacron_str UFRN
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reponame_str Repositório Institucional da UFRN
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