In this article, a generalized version of the univariate Birnbaum–Saunders distribution based on the skew-t-normal distribution is introduced and its characterizations, properties are studied. Maximum likelihood estimation of the parameters via the ECM algorithm evaluated by Monte Carlo simulations is also discussed. Finally, two real datasets are analyzed for illustrative purposes.
Birnbaum–Saunders distribution ECM algorithm Information matrix Skew-t-normal distribution
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