In this paper, a confidence interval for the 100pth percentile of the Birnbaum-Saunders distribution is constructed. conservative two-sided tolerance limits are then obtained from the confidence limits. These results are useful for reliability evaluation when using the Birnbaum-Saunders model. A simple scheme for generating Birnbaum-Saunders random variates is derived. This is used for a simulation study on investigating the effectiveness of the proposed confidence interval in terms of its coverage probability.
