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Journal of Statistical Theory and Practice

, Volume 11, Issue 4, pp 573–593 | Cite as

On a new class of skewed Birnbaum-Saunders models

Article

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.

Keywords

Birnbaum–Saunders distribution maximum likelihood estimation hazard rate scale-mixture distribution 

AMS Subject Classification

Primary 62F10 secondary 60E05 

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Copyright information

© Grace Scientific Publishing, 20 Middlefield Ct, Greensboro, NC 27455 2017

Authors and Affiliations

  • N. Balakrishnan
    • 1
  • Helton Saulo
    • 1
    • 2
  • Jeremias Leão
    • 3
  1. 1.Department of Mathematics and StatisticsMcMaster UniversityHamiltonCanada
  2. 2.Instituto de Matemática e EstatísticaUniversidade Federal de GoiásGoiâniaBrazil
  3. 3.Departamento de EstatísticaUniversidade Federal do AmazonasManausBrazil

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