Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm

N. Balakrishnan; Víctor Leiva; Antonio Sanhueza; Filidor Vilca

Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm

N. Balakrishnan, Víctor Leiva, Antonio Sanhueza, Filidor Vilca

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

62 Scopus citations

Abstract

Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure.

Original language	English
Pages (from-to)	171-191
Number of pages	21
Journal	SORT
Volume	33
Issue number	2
State	Published - Jul 2009
Externally published	Yes

Keywords

Birnbaum-Saunders distribution
EM-algorithm
Kurtosis
Maximum likelihood methods
Robust estimation
Scale mixtures of normal distributions

Cite this

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abstract = "Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure.",

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AU - Leiva, Víctor

AU - Sanhueza, Antonio

AU - Vilca, Filidor

PY - 2009/7

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AB - Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure.

KW - Birnbaum-Saunders distribution

KW - EM-algorithm

KW - Kurtosis

KW - Maximum likelihood methods

KW - Robust estimation

KW - Scale mixtures of normal distributions

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ER -

Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm

Abstract

Keywords

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