A UNIFICATION OF FAMILIES OF BIRNBAUM-SAUNDERS DISTRIBUTIONS WITH APPLICATIONS

被引：0

作者：

Martinez-Florez, Guillermo ^{[1
]}

Bolfarine, Heleno ^{[2
]}

Gomez, Yolanda M. ^{[3
]}

Gomez, Hector W. ^{[4
]}

机构：

[1] Univ Cordoba, Fac Ciencias Basicas, Dept Matemat & Estadist, Cordoba, Colombia

[2] Univ Sao Paulo, Dept Estat, IME, Sao Paulo, Brazil

[3] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo, Chile

[4] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta, Chile

来源：

REVSTAT-STATISTICAL JOURNAL | 2020年 / 18卷 / 05期

基金：

巴西圣保罗研究基金会;

关键词：

elliptical Birnbaum-Saunders distribution; maximum likelihood; power-normal distribution;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers an extension for the skew-elliptical Birnbaum-Saunders model by considering the power-normal model. Some properties of this family are studied and it is shown, in particular, that the range of asymmetry and kurtosis surpasses that of the ordinary skew-normal and powernormal models. Estimation is dealt with by using the maximum likelihood approach. Observed and expected information matrices are derived and it is shown to be nonsingular at the vicinity of symmetry. The applications illustrate the better performance of the new distribution when compared with other recently proposed alternative models.

引用

页码：637 / 660

页数：24

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