Search Results (50)

The mechanical reliability of metallic alloys under cyclic loading is crucial for optimizing their microstructure–property relationships. Understanding the statistical behavior of fatigue failure data is essential for designing alloys that endure extreme environmental conditions. This study introduces a generalization of the Student’s t-Birnbaum–Saunders distribution to improve the modeling of fatigue life data, which often exhibit heavy tails and are common in advanced alloy systems. Seven different estimation methods are employed to estimate and compare the parameters of the proposed distribution, providing a comprehensive statistical framework for fatigue failure analysis. The goodness-of-fit of the proposed model and its sub-models, along with the joint relative efficiency of parameter estimates, is assessed using real fatigue data within the maximum likelihood framework. Additionally, the robustness of estimation methods is examined through Monte Carlo simulations across various sample sizes and parameter configurations. The results highlight the effectiveness of the generalized Student’s t-Birnbaum–Saunders distribution in capturing the stochastic nature of fatigue failure in metallic alloys, offering valuable insights for materials design and predictive reliability modeling. These findings align with advancements in computational modeling and simulation, contributing to developing alloys with tailored mechanical properties. Full article

Crystallography, a cornerstone of materials science, provides critical insights into material structures through techniques such as X-ray diffraction (XRD). Among the metrics derived from XRD, intensity serves as a key parameter, reflecting the electron density distribution and offering information about atomic arrangements and sample quality. Due to its inherent variability and susceptibility to extreme values, intensity is best modeled using heavy-tailed, location-scale probability distributions. This paper investigates the model parameter estimation problem for three such distributions—log-Cauchy, half-Cauchy, and Cauchy Birnbaum–Saunders—using several methods, including maximum likelihood and the maximum product of spacings estimation methods. Monte Carlo simulations are conducted to assess the performance of these methods across various scenarios. Additionally, two real XRD intensity datasets are analyzed to compare the applicability and effectiveness of the proposed models. The results demonstrate the potential of heavy-tailed distributions for modeling XRD intensity data, providing a robust framework for future research and practical applications in material characterization. Full article

This study investigates the asymptotic properties of method-of-moments estimators for the Birnbaum–Saunders distribution under a newly proposed parametrization. Theoretical derivations establish the asymptotic normality of these estimators, supported by explicit expressions for the mean vector and variance–covariance matrix. Simulation studies validate these results across various sample sizes and parameter values. A practical application is demonstrated through modeling cumulative rainfall data from northeastern Thailand, highlighting the distribution’s suitability for extreme weather prediction. Full article

This study addresses the problem of parameter estimation and prediction for type-II censored data from the two-parameter Birnbaum–Saunders (BS) distribution. The BS distribution is commonly used in reliability analysis, particularly in modeling fatigue life. Accurate estimation and prediction are crucial in many fields where censored data frequently appear, such as material science, medical studies and industrial applications. This paper presents both frequentist and Bayesian approaches to estimate the shape and scale parameters of the BS distribution, along with the prediction of unobserved failure times. Random data are generated from the BS distribution under type-II censoring, where a pre-specified number of failures (m) is observed. The generated data are used to calculate the Maximum Likelihood Estimation (MLE) and Bayesian inference and evaluate their performances. The Bayesian method employs Markov Chain Monte Carlo (MCMC) sampling for point predictions and credible intervals. We apply the methods to both datasets generated under type-II censoring and real-world data on the fatigue life of 6061-T6 aluminum coupons. Although the results show that the two methods yield similar parameter estimates, the Bayesian approach offers more flexible and reliable prediction intervals. Extensive R codes are used to explain the practical application of these methods. Our findings confirm the advantages of Bayesian inference in handling censored data, especially when prior information is available for estimation. This work not only supports the theoretical understanding of the BS distribution under type-II censoring but also provides practical tools for analyzing real data in reliability and survival studies. Future research will discuss extensions of these methods to the multi-sample progressive censoring model with larger datasets and the integration of degradation models commonly encountered in industrial applications. Full article

The Birnbaum–Saunders (BS) distribution, defined only for non-negative values, is asymmetrical. However, it can be transformed into a normal distribution, which is symmetric. The BS distribution is particularly useful for analyzing data consisting of values greater than zero. This study aims to introduce six approaches for constructing confidence intervals for the difference and ratio of percentiles in Birnbaum–Saunders distributions containing zero values. The proposed approaches include the generalized confidence interval (GCI) approach, the bootstrap approach, the highest posterior density (HPD) approach based on the bootstrap method, the Bayesian approach, the HPD approach based on the Bayesian method, and the method of variance estimates recovery (MOVER) approach. To assess their performance, a Monte Carlo simulation study is conducted, focusing on coverage probability and average length. The results indicate that the MOVER approach and the HPD approach based on the Bayesian method perform better than other approaches for constructing confidence intervals for the difference between percentiles. Moreover, the GCI and Bayesian approaches outperform others when constructing confidence intervals for the ratio of percentiles. Finally, daily wind speed data from the Rayong and Prachin Buri provinces are used to demonstrate the efficacy of the proposed approaches. Full article

As an extension of the (univariate) Birnbaum–Saunders distribution, the Type-II generalized crack (GCR2) distribution, built on an appropriate base density, provides a sufficient level of flexibility to fit various distributional shapes, including heavy-tailed ones. In this paper, we develop a bivariate extension of the Type-II generalized crack distribution and study its dependency structure. For practical applications, three specific distributions, GCR2-Generalized Gaussian, GCR2-Student’s t, and GCR2-Logistic, are considered for marginals. The expectation-maximization algorithm is implemented to estimate the parameters in the bivariate GCR2 models. The model fitting results on a catastrophic loss dataset show that the bivariate GCR2 distribution based on the generalized Gaussian density fits the data significantly better than other alternative models, such as the bivariate lognormal distribution and some Archimedean copula models with lognormal or Pareto marginals. Full article

A nonlinear log-Birnbaum–Saunders regression model with additive errors is introduced. It is assumed that the error term follows a flexible sinh-normal distribution, and therefore it can be used to describe a variety of asymmetric, unimodal, and bimodal situations. This is a novelty since there are few papers dealing with nonlinear models with asymmetric errors and, even more, there are few able to fit a bimodal behavior. Influence diagnostics and martingale-type residuals are proposed to assess the effect of minor perturbations on the parameter estimates, check the fitted model, and detect possible outliers. A simulation study for the Michaelis–Menten model is carried out, covering a wide range of situations for the parameters. Two real applications are included, where the use of influence diagnostics and residual analysis is illustrated. Full article

Competing risks models, also known as weakest-link models, are utilized to analyze diverse strength distributions exhibiting multi-modality, often attributed to various types of defects within the material. The weakest-link theory posits that a material’s fracture is dictated by its most severe defect. However, multimodal problems can become intricate due to potential censoring, a common constraint stemming from time and cost limitations during experiments. Additionally, determining the mode of failure can be challenging due to factors like the absence of suitable diagnostic tools, costly autopsy procedures, and other obstacles, collectively referred to as the masking problem. In this paper, we investigate the distribution of strength for multimodal failures with censored data. We consider both full and partial maskings and present an EM-type parameter estimate for the Birnbaum-Saunders distribution under competing risks. We compare the results with those obtained from other distributions, such as lognormal, Weibull, and Wald (inverse-Gaussian) distributions. The effectiveness of the proposed method is demonstrated through two illustrative examples, as well as an analysis of the sensitivity of parameter estimates to variations in starting values. Full article

This work employs the Birnbaum–Saunders distribution to model the fatigue-life of metallic materials under cyclic loading and compares it with the normal distribution. Fatigue-limit models are fitted to three datasets of unnotched specimens of 75S-T6 aluminum alloys and carbon laminate with different loading types. A new equivalent stress definition that accounts for the effect of the experiment type is proposed. The results show that the Birnbaum–Saunders distribution consistently outperforms the normal distribution in fitting the fatigue data and provides more accurate predictions of fatigue-life and survival probability. Full article

This work focuses on making Bayesian inferences for the two-parameter Birnbaum–Saunders (BS) distribution in the presence of right-censored data. A flexible Gibbs sampler is employed to handle the censored BS data in this Bayesian work that relies on Jeffrey’s and Achcar’s reference priors. A comprehensive simulation study is conducted to compare estimates under various parameter settings, sample sizes, and levels of censoring. Further comparisons are drawn with real-world examples involving Type-II, progressively Type-II, and randomly right-censored data. The study concludes that the suggested Gibbs sampler enhances the accuracy of Bayesian inferences, and both the amount of censoring and the sample size are identified as influential factors in such analyses. Full article

An exact expression for $R=P(X<Y)$ has been obtained when X and Y are independent and follow Birnbaum–Saunders (BS) distributions. Using some special functions, it was possible to express R analytically with minimal parameter restrictions. Monte Carlo simulations and two applications considering real datasets were carried out to show the performance of the BS models in reliability scenarios. The new expressions are accurate and easy to use, making the results of interest to practitioners using BS models. Full article

Link prediction plays an important role in the research of complex networks. Its task is to predict missing links or possible new links in the future via existing information in the network. In recent years, many powerful link prediction algorithms have emerged, which have good results in prediction accuracy and interpretability. However, the existing research still cannot clearly point out the relationship between the characteristics of the network and the mechanism of link generation, and the predictability of complex networks with different features remains to be further analyzed. In view of this, this article proposes the corresponding link prediction indexes Reg, DFPA and LW on a regular network, scale-free network and small-world network, respectively, and studies their prediction properties on these three network models. At the same time, we propose a parametric hybrid index HEM and compare the prediction accuracies of HEM and many similarity-based indexes on real-world networks. The experimental results show that HEM performs better than other Birnbaum–Saunders. In addition, we study the factors that play a major role in the prediction of HEM and analyze their relationship with the characteristics of real-world networks. The results show that the predictive properties of factors are closely related to the features of networks. Full article

This article presents a new family of symmetric heavy-tailed distributions. This model is based on the ratio of two independent random variables; one with a normal distribution in the numerator and another with a Birnbaum–Saunders distribution in the denominator. The result is a new slash-like distribution capable of modeling high levels of kurtosis, so it can be considered as a viable alternative to other heavy-tailed distributions in the literature. Fundamental properties such as density and raw moments are derived. Parameter estimation is performed using the moment and maximum likelihood methods. A simulation study to evaluate the behavior of the estimators is carried out. Finally, the utility of the new distribution is illustrated by fitting two real datasets. Full article

In this paper, we propose a nonlinear regression model with exponentiated skew-elliptical errors distributed, which can be fitted to datasets with high levels of asymmetry and kurtosis. Maximum likelihood estimation procedures in finite samples are discussed and the information matrix is deduced. We carried out a diagnosis of the influence for the nonlinear model. To analyze the sensitivity of the maximum likelihood estimators of the model’s parameters to small perturbations in distribution assumptions and parameter estimation, we studied the perturbation schemes, the case weight, and the explanatory and response variables of perturbations; we also carried out a residual analysis of the deviance components. Simulation studies were performed to assess some properties of the estimators, showing the good performance of the proposed estimation procedure in finite samples. Finally, an application to a real dataset is presented. Full article

In this article, a multivariate extension of the unit-sinh-normal (USHN) distribution is presented. The new distribution, which is obtained from the conditionally specified distributions methodology, is absolutely continuous, and its marginal distributions are univariate USHN. The properties of the multivariate USHN distribution are studied in detail, and statistical inference is carried out from a classical approach using the maximum likelihood method. The new multivariate USHN distribution is suitable for modeling bounded data, especially in the ${(0,1)}^p$ region. In addition, the proposed distribution is extended to the case of the regression model and, for the latter, the Fisher information matrix is derived. The numerical results of a small simulation study and two applications with real data sets allow us to conclude that the proposed distribution, as well as its extension to regression models, are potentially useful to analyze the data of proportions, rates, or indices when modeling them jointly considering different degrees of correlation that may exist in the study variables is of interest. Full article