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On the Extended Birnbaum–Saunders Distribution Based on the Skew-t-Normal Distribution

  • Tahereh Poursadeghfard
  • Ahad Jamalizadeh
  • Alireza NematollahiEmail author
Research paper
  • 44 Downloads

Abstract

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.

Keywords

Birnbaum–Saunders distribution ECM algorithm Information matrix Skew-t-normal distribution 

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Copyright information

© Shiraz University 2018

Authors and Affiliations

  • Tahereh Poursadeghfard
    • 1
  • Ahad Jamalizadeh
    • 2
  • Alireza Nematollahi
    • 1
    Email author
  1. 1.Department of Statistics, College of SciencesShiraz UniversityShirazIran
  2. 2.Department of Statistics, Faculty of Mathematics and ComputerShahid Bahonar University of KermanKermanIran

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