The transmuted birnbaum-saunders distribution

Marcelo Bourguignon, Jeremias Leã, Víctor Leiva, Manoel Santos-Neto

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

The Birnbaum-Saunders distribution has been largely studied and applied because of its attractive properties. We introduce a transmuted version of this distribution. Various of its mathematical and statistical features are derived. We use the maximum likelihood method for estimating its parameters and determine the score vector and Hessian matrix for inference and diagnostic purposes. We evaluate the performance of the maximum likelihood estimators by a Monte Carlo study. We illustrate the potential applications of the new transmuted Birnbaum-Saunders distribution by means of three real-world data sets from different areas.

Original languageEnglish
Pages (from-to)601-628
Number of pages28
JournalRevstat Statistical Journal
Volume15
Issue number4
StatePublished - Oct 2017
Externally publishedYes

Keywords

  • Data analysis
  • Likelihood methods
  • Monte carlo simulations
  • Ox and R softwares
  • Transmutation map

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