On a bimodal Birnbaum-Saunders distribution with applications to lifetime data

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Publication:783271

DOI10.1214/19-BJPS448zbMATH Open1445.62032arXiv1801.05465OpenAlexW2784111334MaRDI QIDQ783271FDOQ783271

Helton Saulo, Roberto Vila, Jeremias Leão, Manoel Santos-Neto, Mirza Naveed Shahzad

Publication date: 12 August 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some of its mathematical and inferential properties. We consider likelihood-based methods to estimate the model parameters. We carry out a Monte Carlo simulation study to evaluate the performance of the maximum likelihood estimators. For illustrative purposes, three real data sets are analyzed. The results indicated that the proposed model outperformed some existing models in the literature, in special, a recent bimodal extension of the Birnbaum-Saunders distribution.


Full work available at URL: https://arxiv.org/abs/1801.05465




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