In this paper, we propose two moment-type estimation methods for the parameters of the generalized bivariate Birnbaum–Saunders distribution by taking advantage of some properties of the distribution. The proposed moment-type estimators are easy to compute and always exist uniquely. We derive the asymptotic distributions of these estimators and carry out a simulation study to evaluate the performance of all these estimators. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.
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© 2017, Springer-Verlag Berlin Heidelberg.
- Asymptotic normality
- Bivariate generalized Birnbaum–Saunders distribution
- Maximum likelihood estimator
- Modified moment estimator