Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm

Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a posit...

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Detalhes bibliográficos
Autores: Balakrishnan, Narayanaswamy, Leiva, Víctor, Sanhueza, Antonio, Vilca, Filidor
Tipo de documento: artigo
Data de publicação:2009
País:España
Recursos:Universitat Autònoma de Barcelona
Repositório:Dipòsit Digital de Documents de la UAB
Idioma:inglês
OAI Identifier:oai:ddd.uab.cat:97701
Acesso em linha:https://ddd.uab.cat/record/97701
Access Level:Acceso aberto
Palavra-chave:Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood methods
Robust estimation
Scale mixtures of normal distributions
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spelling Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithmBalakrishnan, NarayanaswamyLeiva, VíctorSanhueza, AntonioVilca, FilidorBirnbaum-Saunders distributionEM-algorithmKurtosisMaximum likelihood methodsRobust estimationScale mixtures of normal distributionsScale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure. 22009-01-0120092009-01-01Articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/97701reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.https://creativecommons.org/licenses/by-nc-nd/3.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:977012026-06-06T12:50:31Z
dc.title.none.fl_str_mv Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
title Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
spellingShingle Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
Balakrishnan, Narayanaswamy
Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood methods
Robust estimation
Scale mixtures of normal distributions
title_short Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
title_full Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
title_fullStr Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
title_full_unstemmed Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
title_sort Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm
dc.creator.none.fl_str_mv Balakrishnan, Narayanaswamy
Leiva, Víctor
Sanhueza, Antonio
Vilca, Filidor
author Balakrishnan, Narayanaswamy
author_facet Balakrishnan, Narayanaswamy
Leiva, Víctor
Sanhueza, Antonio
Vilca, Filidor
author_role author
author2 Leiva, Víctor
Sanhueza, Antonio
Vilca, Filidor
author2_role author
author
author
dc.subject.none.fl_str_mv Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood methods
Robust estimation
Scale mixtures of normal distributions
topic Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood methods
Robust estimation
Scale mixtures of normal distributions
description Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure.
publishDate 2009
dc.date.none.fl_str_mv 2
2009-01-01
2009
2009-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/97701
url https://ddd.uab.cat/record/97701
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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