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Epsilon Birnbaum–Saunders distribution family: properties and inference

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Abstract

In this paper we introduce a new extension for the Birnbaum–Saunder distribution based on the family of the epsilon-skew-symmetric distributions studied in Arellano-Valle et al. (J Stat Plan Inference 128(2):427–443, 2005). The extension allows generating Birnbaun–Saunders type distributions able to deal with extreme or outlying observations (Dupuis and Mills, IEEE Trans Reliab 47:88–95, 1998). Basic properties such as moments and Fisher information matrix are also studied. Results of a real data application are reported illustrating good fitting properties of the proposed model.

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Correspondence to Nabor O. Castillo.

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Castillo, N.O., Gómez, H.W. & Bolfarine, H. Epsilon Birnbaum–Saunders distribution family: properties and inference. Stat Papers 52, 871–883 (2011). https://doi.org/10.1007/s00362-009-0293-x

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  • DOI: https://doi.org/10.1007/s00362-009-0293-x

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