A Multivariate Log-Linear Model for Birnbaum-Saunders Distributions

Carolina Marchant, VICTOR ELISEO LEIVA SANCHEZ, Francisco Jose A. Cysneiros

Research output: Contribution to journalArticlepeer-review

36 Scopus citations

Abstract

Univariate Birnbaum-Saunders models have been widely applied to fatigue studies. Calculation of fatigue life is of great importance in determining the reliability of materials. We propose and derive new multivariate generalized Birnbaum-Saunders regression models. We use the maximum likelihood method and the EM algorithm to estimate their parameters. We carry out a simulation study to evaluate the performance of the corresponding maximum likelihood estimators. We illustrate the new models with real-world multivariate fatigue data.

Original languageEnglish
Article number7366614
Pages (from-to)816-827
Number of pages12
JournalIEEE Transactions on Reliability
Volume65
Issue number2
DOIs
StatePublished - 1 Jun 2016

Keywords

  • EM algorithm
  • fatigue data
  • logarithmic distributions
  • maximum likelihood method
  • Monte Carlo simulation
  • multivariate generalized Birnbaum-Saunders distributions
  • R software

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