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

Filidor Vilca, Antonio Sanhueza, VICTOR ELISEO LEIVA SANCHEZ, George Christakos

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44 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 languageEnglish
Pages (from-to)771-782
Number of pages12
JournalStochastic Environmental Research and Risk Assessment
Volume24
Issue number5
DOIs
StatePublished - 8 Jan 2010

Keywords

  • Hazard analysis
  • Likelihood methods
  • R software
  • Skew distributions

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