An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile

Filidor Vilca; Antonio Sanhueza; Víctor Leiva; George Christakos

doi:10.1007/s00477-009-0363-6

An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile

Filidor Vilca, Antonio Sanhueza, Víctor Leiva, George Christakos

Research output: Contribution to journal › Article › peer-review

54 Scopus citations

Abstract

In this article, we introduce, characterize and apply an extended version of the Birnbaum-Saunders model based on the Mudolkar-Hutson skew distribution. This model is appropriated for describing phenomena involving accumulation of some type, as is the case of environmental contamination. Specifically, we find the density, distribution function, and moments of the new model. In addition, we derive several properties and transformations related to this distribution. Furthermore, we propose an estimation method for the parameters of the model. Moreover, we conduct a study of its hazard rate focuses in environmental analysis. A computational implementation in R language of the obtained results is discussed. Finally, we present two examples with real data from environmental quality in Chile that illustrate the proposed methodology.

Original language	English
Pages (from-to)	771-782
Number of pages	12
Journal	Stochastic Environmental Research and Risk Assessment
Volume	24
Issue number	5
DOIs	https://doi.org/10.1007/s00477-009-0363-6
State	Published - 2010
Externally published	Yes

Keywords

Hazard analysis
Likelihood methods
R software
Skew distributions

Access to Document

10.1007/s00477-009-0363-6

Cite this

@article{85dc4b4caa554929aac9f33e28ca6402,

title = "An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile",

abstract = "In this article, we introduce, characterize and apply an extended version of the Birnbaum-Saunders model based on the Mudolkar-Hutson skew distribution. This model is appropriated for describing phenomena involving accumulation of some type, as is the case of environmental contamination. Specifically, we find the density, distribution function, and moments of the new model. In addition, we derive several properties and transformations related to this distribution. Furthermore, we propose an estimation method for the parameters of the model. Moreover, we conduct a study of its hazard rate focuses in environmental analysis. A computational implementation in R language of the obtained results is discussed. Finally, we present two examples with real data from environmental quality in Chile that illustrate the proposed methodology.",

keywords = "Hazard analysis, Likelihood methods, R software, Skew distributions",

author = "Filidor Vilca and Antonio Sanhueza and V{\'i}ctor Leiva and George Christakos",

note = "Funding Information: The authors wish to thank the referees for their helpful comments that greatly improved this article. This study was partially supported by a FAPESP grant from Brazil and by DIPUV 29-2006, FONDECYT 1080326, FONDECYT 1090265 and DIUFRO 080061 grants from Chile.",

year = "2010",

doi = "10.1007/s00477-009-0363-6",

language = "English",

volume = "24",

pages = "771--782",

journal = "Stochastic Environmental Research and Risk Assessment",

issn = "1436-3240",

publisher = "Springer New York",

number = "5",

}

TY - JOUR

T1 - An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile

AU - Vilca, Filidor

AU - Sanhueza, Antonio

AU - Leiva, Víctor

AU - Christakos, George

N1 - Funding Information: The authors wish to thank the referees for their helpful comments that greatly improved this article. This study was partially supported by a FAPESP grant from Brazil and by DIPUV 29-2006, FONDECYT 1080326, FONDECYT 1090265 and DIUFRO 080061 grants from Chile.

PY - 2010

Y1 - 2010

N2 - In this article, we introduce, characterize and apply an extended version of the Birnbaum-Saunders model based on the Mudolkar-Hutson skew distribution. This model is appropriated for describing phenomena involving accumulation of some type, as is the case of environmental contamination. Specifically, we find the density, distribution function, and moments of the new model. In addition, we derive several properties and transformations related to this distribution. Furthermore, we propose an estimation method for the parameters of the model. Moreover, we conduct a study of its hazard rate focuses in environmental analysis. A computational implementation in R language of the obtained results is discussed. Finally, we present two examples with real data from environmental quality in Chile that illustrate the proposed methodology.

AB - In this article, we introduce, characterize and apply an extended version of the Birnbaum-Saunders model based on the Mudolkar-Hutson skew distribution. This model is appropriated for describing phenomena involving accumulation of some type, as is the case of environmental contamination. Specifically, we find the density, distribution function, and moments of the new model. In addition, we derive several properties and transformations related to this distribution. Furthermore, we propose an estimation method for the parameters of the model. Moreover, we conduct a study of its hazard rate focuses in environmental analysis. A computational implementation in R language of the obtained results is discussed. Finally, we present two examples with real data from environmental quality in Chile that illustrate the proposed methodology.

KW - Hazard analysis

KW - Likelihood methods

KW - R software

KW - Skew distributions

UR - http://www.scopus.com/inward/record.url?scp=77955057737&partnerID=8YFLogxK

U2 - 10.1007/s00477-009-0363-6

DO - 10.1007/s00477-009-0363-6

M3 - Article

AN - SCOPUS:77955057737

SN - 1436-3240

VL - 24

SP - 771

EP - 782

JO - Stochastic Environmental Research and Risk Assessment

JF - Stochastic Environmental Research and Risk Assessment

IS - 5

ER -

An extended Birnbaum-Saunders model and its application in the study of environmental quality in Santiago, Chile

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this