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

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

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

62 Citas (Scopus)

Resumen

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.

Idioma originalInglés
Páginas (desde-hasta)171-191
Número de páginas21
PublicaciónSORT
Volumen33
N.º2
EstadoPublicada - jul. 2009
Publicado de forma externa

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