Generalized modified slash Birnbaum–Saunders distribution

In this paper, a generalization of the modified slash Birnbaum-Saunders (BS) distribution is introduced. The model is defined by using the stochastic representation of the BS distribution, where the standard normal distribution is replaced by a symmetric distribution proposed by Reyes et al. It is p...

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Detalhes bibliográficos
Autores: Reyes Rocabado, Jimmy, Barranco Chamorro, Inmaculada, Gallardo Mateluna, Diego, Gómez Geraldo, Héctor
Tipo de documento: artigo
Estado:Versão publicada
Data de publicação:2018
País:España
Recursos:Universidad de Sevilla (US)
Repositório:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/83234
Acesso em linha:https://hdl.handle.net/11441/83234
https://doi.org/10.3390/sym10120724
Access Level:Acceso aberto
Palavra-chave:Birnbaum-Saunders distribution
Generalized modified slash distribution
Kurtosis
Maximum likelihood
EM-algorithm
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spelling Generalized modified slash Birnbaum–Saunders distributionReyes Rocabado, JimmyBarranco Chamorro, InmaculadaGallardo Mateluna, DiegoGómez Geraldo, HéctorBirnbaum-Saunders distributionGeneralized modified slash distributionKurtosisMaximum likelihoodEM-algorithmIn this paper, a generalization of the modified slash Birnbaum-Saunders (BS) distribution is introduced. The model is defined by using the stochastic representation of the BS distribution, where the standard normal distribution is replaced by a symmetric distribution proposed by Reyes et al. It is proved that this new distribution is able to model more kurtosis than other extensions of BS previously proposed in the literature. Closed expressions are given for the pdf (probability density functio), along with their moments, skewness and kurtosis coefficients. Inference carried out is based on modified moments method and maximum likelihood (ML). To obtain ML estimates, two approaches are considered: Newton-Raphson and EM-algorithm. Applications reveal that it has potential for doing well in real problems.MDPIEstadística e Investigación OperativaFQM153: Estadística e Investigación Operativa2018info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/pdfhttps://hdl.handle.net/11441/83234https://doi.org/10.3390/sym10120724reponame:idUS. Depósito de Investigación de la Universidad de Sevillainstname:Universidad de Sevilla (US)InglésSymmetry, 10 (724), 1-18.https://www.mdpi.com/2073-8994/10/12/724/pdfinfo:eu-repo/semantics/openAccessoai:idus.us.es:11441/832342026-06-17T12:51:07Z
dc.title.none.fl_str_mv Generalized modified slash Birnbaum–Saunders distribution
title Generalized modified slash Birnbaum–Saunders distribution
spellingShingle Generalized modified slash Birnbaum–Saunders distribution
Reyes Rocabado, Jimmy
Birnbaum-Saunders distribution
Generalized modified slash distribution
Kurtosis
Maximum likelihood
EM-algorithm
title_short Generalized modified slash Birnbaum–Saunders distribution
title_full Generalized modified slash Birnbaum–Saunders distribution
title_fullStr Generalized modified slash Birnbaum–Saunders distribution
title_full_unstemmed Generalized modified slash Birnbaum–Saunders distribution
title_sort Generalized modified slash Birnbaum–Saunders distribution
dc.creator.none.fl_str_mv Reyes Rocabado, Jimmy
Barranco Chamorro, Inmaculada
Gallardo Mateluna, Diego
Gómez Geraldo, Héctor
author Reyes Rocabado, Jimmy
author_facet Reyes Rocabado, Jimmy
Barranco Chamorro, Inmaculada
Gallardo Mateluna, Diego
Gómez Geraldo, Héctor
author_role author
author2 Barranco Chamorro, Inmaculada
Gallardo Mateluna, Diego
Gómez Geraldo, Héctor
author2_role author
author
author
dc.contributor.none.fl_str_mv Estadística e Investigación Operativa
FQM153: Estadística e Investigación Operativa
dc.subject.none.fl_str_mv Birnbaum-Saunders distribution
Generalized modified slash distribution
Kurtosis
Maximum likelihood
EM-algorithm
topic Birnbaum-Saunders distribution
Generalized modified slash distribution
Kurtosis
Maximum likelihood
EM-algorithm
description In this paper, a generalization of the modified slash Birnbaum-Saunders (BS) distribution is introduced. The model is defined by using the stochastic representation of the BS distribution, where the standard normal distribution is replaced by a symmetric distribution proposed by Reyes et al. It is proved that this new distribution is able to model more kurtosis than other extensions of BS previously proposed in the literature. Closed expressions are given for the pdf (probability density functio), along with their moments, skewness and kurtosis coefficients. Inference carried out is based on modified moments method and maximum likelihood (ML). To obtain ML estimates, two approaches are considered: Newton-Raphson and EM-algorithm. Applications reveal that it has potential for doing well in real problems.
publishDate 2018
dc.date.none.fl_str_mv 2018
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/11441/83234
https://doi.org/10.3390/sym10120724
url https://hdl.handle.net/11441/83234
https://doi.org/10.3390/sym10120724
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Symmetry, 10 (724), 1-18.
https://www.mdpi.com/2073-8994/10/12/724/pdf
dc.rights.none.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv MDPI
publisher.none.fl_str_mv MDPI
dc.source.none.fl_str_mv reponame:idUS. Depósito de Investigación de la Universidad de Sevilla
instname:Universidad de Sevilla (US)
instname_str Universidad de Sevilla (US)
reponame_str idUS. Depósito de Investigación de la Universidad de Sevilla
collection idUS. Depósito de Investigación de la Universidad de Sevilla
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300724

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