Flexible Birnbaum-Saunders distribution

In this paper, we propose a bimodal extension of the Birnbaum–Saunders model by including an extra parameter. This new model is termed flexible Birnbaum–Saunders (FBS) and includes the ordinary Birnbaum–Saunders (BS) and the skew Birnbaum–Saunders (SBS) model as special cases. Its properties are stu...

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Detalles Bibliográficos
Autores: Martínez Flórez, Guillermo, Barranco Chamorro, Inmaculada, Bolfarine, Heleno, Gómez Geraldo, Héctor
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2019
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/91654
Acceso en línea:https://hdl.handle.net/11441/91654
https://doi.org/10.3390/sym11101305
Access Level:acceso abierto
Palabra clave:Flexible skew-normal distribution
Skew Birnbaum-Saunders distribution
Bimodality
Maximum likelihood estimation
Fisher information matrix
Descripción
Sumario:In this paper, we propose a bimodal extension of the Birnbaum–Saunders model by including an extra parameter. This new model is termed flexible Birnbaum–Saunders (FBS) and includes the ordinary Birnbaum–Saunders (BS) and the skew Birnbaum–Saunders (SBS) model as special cases. Its properties are studied. Parameter estimation is considered via an iterative maximum likelihood approach. Two real applications, of interest in environmental sciences, are included, which reveal that our proposal can perform better than other competing models.