Skewed Multivariate Birnbaum-Saunders Distributions

Autor:	Lemonte, Artur J., Martínez-Florez, Guillermo, Moreno-Arenas, Germán
Rok vydání:	2012
Předmět:	Statistics - Methodology
Druh dokumentu:	Working Paper
Popis:	The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders distribution in the multivariate setting and derive several of its properties. The proposed skewed multivariate model is an absolutely continuous distribution whose marginals are univariate Birnbaum-Saunders distributions. Estimation of the parameters by maximum likelihood is discussed and the Fisher's information matrix is determined. A skewed bivariate version for the generalized Birnbaum-Saunders distribution is also introduced. We provide an application to real data which illustrates the usefulness of the proposed multivariate model. Comment: Submitted for publication
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1204.6286 Zobrazit plný text záznamu View this record from Arxiv