Skewed Multivariate Birnbaum-Saunders Distributions
Abstract
The univariate Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this article, we define a skewed version of the Birnbaum-Saunders distribution in the multivariate setting and derive several of its properties. The proposed skewed multivariate model is an absolutely continuous distribution whose marginals are univariate Birnbaum-Saunders distributions. Estimation of the parameters by maximum likelihood is discussed and the Fisher's information matrix is determined. A skewed bivariate version for the generalized Birnbaum-Saunders distribution is also introduced. We provide an application to real data which illustrates the usefulness of the proposed multivariate model.
Cite
@article{arxiv.1204.6286,
title = {Skewed Multivariate Birnbaum-Saunders Distributions},
author = {Artur J. Lemonte and Guillermo Martínez-Florez and Germán Moreno-Arenas},
journal= {arXiv preprint arXiv:1204.6286},
year = {2012}
}
Comments
Submitted for publication