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On a nonlinear Birnbaum–Saunders model based on a bivariate construction and its characteristics

Lookup NU author(s): Professor Emilio Porcu

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Abstract

The Birnbaum-Saunders (BS) distribution is an asymmetric probability model that is receiving considerable attention. In this article, we propose a methodology based on a new class of BS models generated from the Student-t distribution. We obtain a recurrence relationship for a BS distribution based on a nonlinear skew–t distribution. Model parameters estimators are obtained by means of the maximum likelihood method, which are evaluated by Monte Carlo simulations. We illustrate the obtained results by analyzing two real data sets. These data analyses allow the adequacy of the proposed model to be shown and discussed by applying model selection tools.

Publication metadata

Author(s): Khosravi M, Leiva V, Jamalizadeh A, Porcu E

Publication type: Article

Publication status: Published

Journal: Communications in Statistics - Theory and Methods

Year: 2016

Volume: 45

Issue: 3

Pages: 772-793

Online publication date: 01/04/2015

Acceptance date: 25/09/2013

ISSN (print): 0361-0926

ISSN (electronic): 1532-415X

Publisher: Taylor & Francis Inc.

URL: https://doi.org/10.1080/03610926.2013.851223

DOI: 10.1080/03610926.2013.851223

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