A New Bivariate Birnbaum-Saunders Type Distribution Based on the Skew Generalized Normal Model

Autor:	Barry C. Arnold, Diego Gallardo, Héctor W. Gómez
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	Birnbaum-Saunders distribution bivariate distribution conditional specifications EM algorithm Statistics HA1-4737 Probabilities. Mathematical statistics QA273-280
Zdroj:	Revstat Statistical Journal, Vol 21, Iss 1 (2023)
Druh dokumentu:	article
ISSN:	1645-6726 2183-0371
DOI:	10.57805/revstat.v21i1.396
Popis:	It is well known that it is possible to represent a Birnbaum-Saunders variable as a relatively simple (and invertible) function of a standard normal random variable. Marginal transformations of this kind are applied in this paper to a bivariate distribution with generalized skew-normal conditionals (and normal marginals), to obtain a new bivariate Birnbaum-Saunders distribution. Parameter estimation for this model is implemented using an EM algorithm. A simulation study sheds light on the performance of the estimation strategy. Data from a cancer risk study is used to illustrate use of the model. For this data set, the new model exhibits better performance than does a competing skew-normal based model already discussed in the literature. Possible multivariate extensions of the new model are outlined.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/325d72915a0e4de8b986ce4efc70c25a Zobrazit plný text záznamu View record in DOAJ