The Bivariate Unit-Sinh-Normal Distribution and Its Related Regression Model

Autor: Guillermo Martínez-Flórez, Artur J. Lemonte, Germán Moreno-Arenas, Roger Tovar-Falón
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Mathematics, Vol 10, Iss 17, p 3125 (2022)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math10173125
Popis: In this paper, a new bivariate absolutely continuous probability distribution is introduced. The new distribution, which is called the bivariate unit-sinh-normal (BVUSHN) distribution, arises by applying a transformation to the bivariate Birnbaum–Saunders distribution (BVBS). The main properties of the new proposal are studied in detail. In addition, from the new distribution, the BVUSHN regression model is also introduced. For both the bivariate probability distribution and the respective associated regression model, parameter estimation is conducted from a classical approach by using the maximum likelihood method together with the two-step estimation method. A small Monte Carlo simulation study is carried out to evaluate the behavior of the used estimation method and the properties of the estimators. Finally, for illustrative purposes, two applications with real data are presented in which the usefulness of the proposals is evidenced.
Databáze: Directory of Open Access Journals
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