On a Birnbaum-Saunders distribution arising from a non-homogeneous Poisson process

Raúl Fierro, VICTOR ELISEO LEIVA SANCHEZ, Fabrizio Ruggeri, Antonio Sanhueza

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Abstract

The Birnbaum-Saunders distribution is based on the asymptotic normality of a sum of random variables. We propose a new version of this distribution assuming that the number of terms of such a sum depends on a non-homogeneous Poisson process. The classical Birnbaum-Saunders distribution is obtained when a homogeneous Poisson process is considered.

Original languageEnglish
Pages (from-to)1233-1239
Number of pages7
JournalStatistics and Probability Letters
Volume83
Issue number4
DOIs
StatePublished - 1 Apr 2013

Keywords

  • Central limit theorem
  • Convergence in distribution
  • Poisson process
  • Primary
  • Secondary

Fingerprint Dive into the research topics of 'On a Birnbaum-Saunders distribution arising from a non-homogeneous Poisson process'. Together they form a unique fingerprint.

Cite this