Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions

Fatigue in a material occurs when it is subjected to fluctuating stress and strain, which usually results in failure due to the accumulated damage. In statistics, asymmetric distribution, which is commonly used for describing the fatigue life of materials, is the Birnbaum–Saunders (BS) distribution....

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Main Authors: Wisunee Puggard, Sa-Aat Niwitpong, Suparat Niwitpong
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/14/7/1492
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author Wisunee Puggard
Sa-Aat Niwitpong
Suparat Niwitpong
author_facet Wisunee Puggard
Sa-Aat Niwitpong
Suparat Niwitpong
author_sort Wisunee Puggard
collection DOAJ
description Fatigue in a material occurs when it is subjected to fluctuating stress and strain, which usually results in failure due to the accumulated damage. In statistics, asymmetric distribution, which is commonly used for describing the fatigue life of materials, is the Birnbaum–Saunders (BS) distribution. This distribution can be transform to the normal distribution, which is symmetrical. Furthermore, variance is used to examine the dispersion of the fatigue life data. However, comparing the variances of two independent samples that follow BS distributions has not previously been reported. To accomplish this, we propose methods for providing the confidence interval for the ratio of variances of two independent BS distributions based on the generalized fiducial confidence interval (GFCI), a Bayesian credible interval (BCI), and the highest posterior density (HPD) intervals based on a prior distribution with partial information (HPD-PI) and a proper prior with known hyperparameters (HPD-KH). A Monte Carlo simulation study was carried out to examine the efficacies of the methods in terms of their coverage probabilities and average lengths. The simulation results indicate that the HPD-PI performed satisfactorily for all sample sizes investigated. To illustrate the efficacies of the proposed methods with real data, they were also applied to study the confidence interval for the ratio of the variances of two 6061-T6 aluminum coupon fatigue-life datasets.
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spelling doaj.art-5ec8357bb0e646f489e32d4092fb062a2023-12-01T22:45:05ZengMDPI AGSymmetry2073-89942022-07-01147149210.3390/sym14071492Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders DistributionsWisunee Puggard0Sa-Aat Niwitpong1Suparat Niwitpong2Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok 10800, ThailandDepartment of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok 10800, ThailandDepartment of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok 10800, ThailandFatigue in a material occurs when it is subjected to fluctuating stress and strain, which usually results in failure due to the accumulated damage. In statistics, asymmetric distribution, which is commonly used for describing the fatigue life of materials, is the Birnbaum–Saunders (BS) distribution. This distribution can be transform to the normal distribution, which is symmetrical. Furthermore, variance is used to examine the dispersion of the fatigue life data. However, comparing the variances of two independent samples that follow BS distributions has not previously been reported. To accomplish this, we propose methods for providing the confidence interval for the ratio of variances of two independent BS distributions based on the generalized fiducial confidence interval (GFCI), a Bayesian credible interval (BCI), and the highest posterior density (HPD) intervals based on a prior distribution with partial information (HPD-PI) and a proper prior with known hyperparameters (HPD-KH). A Monte Carlo simulation study was carried out to examine the efficacies of the methods in terms of their coverage probabilities and average lengths. The simulation results indicate that the HPD-PI performed satisfactorily for all sample sizes investigated. To illustrate the efficacies of the proposed methods with real data, they were also applied to study the confidence interval for the ratio of the variances of two 6061-T6 aluminum coupon fatigue-life datasets.https://www.mdpi.com/2073-8994/14/7/1492Birnbaum–Saunders distributionconfidence intervalvariancefiducial inferenceBayesianfatigue life
spellingShingle Wisunee Puggard
Sa-Aat Niwitpong
Suparat Niwitpong
Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
Symmetry
Birnbaum–Saunders distribution
confidence interval
variance
fiducial inference
Bayesian
fatigue life
title Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
title_full Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
title_fullStr Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
title_full_unstemmed Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
title_short Confidence Intervals for Comparing the Variances of Two Independent Birnbaum–Saunders Distributions
title_sort confidence intervals for comparing the variances of two independent birnbaum saunders distributions
topic Birnbaum–Saunders distribution
confidence interval
variance
fiducial inference
Bayesian
fatigue life
url https://www.mdpi.com/2073-8994/14/7/1492
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AT saaatniwitpong confidenceintervalsforcomparingthevariancesoftwoindependentbirnbaumsaundersdistributions
AT suparatniwitpong confidenceintervalsforcomparingthevariancesoftwoindependentbirnbaumsaundersdistributions