On a new type of Birnbaum-Saunders models and its inference and application to fatigue data.
J Appl Stat
; 47(13-15): 2690-2710, 2020.
Article
em En
| MEDLINE
| ID: mdl-35707422
The Birnbaum-Saunders distribution is a widely studied model with diverse applications. Its origins are in the modeling of lifetimes associated with material fatigue. By using a motivating example, we show that, even when lifetime data related to fatigue are modeled, the Birnbaum-Saunders distribution can be unsuitable to fit these data in the distribution tails. Based on the nice properties of the Birnbaum-Saunders model, in this work, we use a modified skew-normal distribution to construct such a model. This allows us to obtain flexibility in skewness and kurtosis, which is controlled by a shape parameter. We provide a mathematical characterization of this new type of Birnbaum-Saunders distribution and then its statistical characterization is derived by using the maximum-likelihood method, including the associated information matrices. In order to improve the inferential performance, we correct the bias of the corresponding estimators, which is supported by a simulation study. To conclude our investigation, we retake the motivating example based on fatigue life data to show the good agreement between the new type of Birnbaum-Saunders distribution proposed in this work and the data, reporting its potential applications.
Texto completo:
1
Coleções:
01-internacional
Base de dados:
MEDLINE
Idioma:
En
Revista:
J Appl Stat
Ano de publicação:
2020
Tipo de documento:
Article
País de afiliação:
Chile
País de publicação:
Reino Unido