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

Raúl Fierro; Víctor Leiva; Fabrizio Ruggeri; Antonio Sanhueza

doi:10.1016/j.spl.2012.12.018

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

Raúl Fierro, Víctor Leiva, Fabrizio Ruggeri, Antonio Sanhueza

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

20 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 language	English
Pages (from-to)	1233-1239
Number of pages	7
Journal	Statistics and Probability Letters
Volume	83
Issue number	4
DOIs	https://doi.org/10.1016/j.spl.2012.12.018
State	Published - Apr 2013
Externally published	Yes

Keywords

Central limit theorem
Convergence in distribution
Poisson process
Primary
Secondary

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10.1016/j.spl.2012.12.018

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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.",

keywords = "Central limit theorem, Convergence in distribution, Poisson process, Primary, Secondary",

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AU - Leiva, Víctor

AU - Ruggeri, Fabrizio

AU - Sanhueza, Antonio

N1 - Funding Information: The authors wish to thank the Editors and two anonymous referees for their comments on an earlier version of this manuscript, which resulted in this improved version. Research works of Raúl Fierro, Víctor Leiva and Antonio Sanhueza were partially supported by grants FONDECYT 1090265 and 1120879 from the Chilean government.

PY - 2013/4

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N2 - 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.

AB - 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.

KW - Central limit theorem

KW - Convergence in distribution

KW - Poisson process

KW - Primary

KW - Secondary

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JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

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

Abstract

Keywords

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