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On a new class of skewed Birnbaum-Saunders models

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Abstract

Scale mixtures of Birnbaum–Saunders (SBS) distributions are attractive models in lifetime analysis. These models are based on scale mixture of normal (SMN) distributions and provide flexible heavy-tailed distributions. In this article, we propose a skewed version of SBS distributions and we establish some of its probabilistic and inferential properties. We then discuss the maximum likelihood estimation of the model parameters. An illustration of the methodology is provided, using real data.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, McMaster University, Hamilton, Ontario, Canada

    N. Balakrishnan & Helton Saulo

  2. Instituto de Matemática e Estatística, Universidade Federal de Goiás, Campus Samambaia, 74690-900, Goiânia, Brazil

    Helton Saulo

  3. Departamento de Estatística, Universidade Federal do Amazonas, Manaus, Brazil

    Jeremias Leão

Authors
  1. N. Balakrishnan
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  2. Helton Saulo
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  3. Jeremias Leão
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Correspondence to Helton Saulo.

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Balakrishnan, N., Saulo, H. & Leão, J. On a new class of skewed Birnbaum-Saunders models. J Stat Theory Pract 11, 573–593 (2017). https://doi.org/10.1080/15598608.2017.1286275

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  • DOI: https://doi.org/10.1080/15598608.2017.1286275

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