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Lookup NU author(s): Professor Emilio Porcu
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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.
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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