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arXiv · 1804.10820

On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application

Helton Saulo·Jeremias Leão·Roberto Vila·Victor Leiva·Vera Tomazella
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Abstract

Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and bivariate Birnbaum-Saunders models. We discuss the maximum likelihood and modified moment estimation of the model parameters and associated inference. A simulation study is conducted to evaluate the performance of the maximum likelihood and modified moment estimators. The probability coverages of confidence intervals are also discussed. Finally, a real-world data analysis is carried out for illustrating the proposed model.

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Helton Saulo, Jeremias Leão, Roberto Vila, Victor Leiva, Vera Tomazella. 2018-04-28. On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application. https://arxiv.org/abs/1804.10820

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