Point and interval estimation for the two-parameter Birnbaum–Saunders distribution based on Type-II censored samples

The maximum likelihood estimators, based on Type-II censored samples, of a two-parameter Birnbaum–Saunders distribution are discussed. We propose a simple bias-reduction method to reduce the bias of the maximum likelihood estimators. We also discuss a Monte Carlo EM-algorithm for the determination of the maximum likelihood estimators. Monte Carlo simulation is used to compare the performance of all these estimators. The probability coverages of …