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This paper derives the elliptical matrix variate version of the well known univariate Birnbaum and Saunders distribution. A generalisation based on a matrix transformation is proposed, instead of the independent element by element…

Statistics Theory · Mathematics 2019-12-19 Jose A. Diaz-Garcia , Francisco J. Caro-Lopera

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…

Methodology · Statistics 2012-04-30 Artur J. Lemonte , Guillermo Martínez-Florez , Germán Moreno-Arenas

In this paper, we discuss some theoretical results and properties of a discrete version of the Birnbaum-Saunders distribution. We present a proof of the unimodality of this model. Moreover, results on moments, quantile function, reliability…

Methodology · Statistics 2022-03-08 Filidor Vilca , Roberto Vila , Helton Saulo , Luis Sánchez , Jeremias Leão

The Birnbaum-Saunders distribution is a flexible and useful model which has been used in several fields. In this paper, a new bimodal version of this distribution based on the alpha-skew-normal distribution is established. We discuss some…

Statistics Theory · Mathematics 2020-07-27 Roberto Vila , Jeremias Leão , Helton Saulo , Mirza Nabeed , Manoel Santos-Neto

In this paper, a generalization for the Birnbaum Saunders distribution, which has been applied to the modelling of fatigue failure times and reliability studies, is considered. The maximum likelihood estimators and statistical inference for…

Statistics Theory · Mathematics 2021-09-06 Beenu Thomas , Chacko V M

Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and…

Methodology · Statistics 2018-05-01 Helton Saulo , Jeremias Leão , Roberto Vila , Victor Leiva , Vera Tomazella

A new family of matrix variate distributions indexed by elliptical models are proposed in this work. The so called \emph{multimatricvariate distributions} emerge as a generalization of the bimatrix variate distributions based on matrix…

Statistics Theory · Mathematics 2018-07-19 José A. Díaz-García , Frencisco J. Caro-Lopera

A new family of distributions indexed by the class of matrix variate contoured elliptically distribution is proposed as an extension of some bimatrix variate distributions. The termed \emph{multimatrix variate distributions} open new…

Statistics Theory · Mathematics 2024-05-07 José A. Díaz-García , Francisco J. Caro-Lopera

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

Several matrix variate hypergeometric type distributions are derived. The compound distributions of left-spherical matrix variate elliptical distributions and inverted hypergeometric type distributions with matrix arguments are then…

Statistics Theory · Mathematics 2009-03-18 Jose A. Diaz-Garcia , R. Gutierrez-Jaimez

In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…

Probability · Mathematics 2019-12-05 Victor Korolev , Alexander Zeifman

In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted…

Statistics Theory · Mathematics 2009-04-15 J. A. Diaz-Garcia , R. Gutierrez-Jaimez

Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues…

Statistics Theory · Mathematics 2015-06-25 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

We study the singularity probability of n*n random matrices with i.i.d. entries from highly biased discrete distributions. We obtain sharp non-asymptotic bounds for this probability and derive estimates on the least singular values. Our…

Probability · Mathematics 2025-12-12 Zeyan Song

In this short note we provide an analytical formula for the conditional covariance matrices of the elliptically distributed random vectors, when the conditioning is based on the values of any linear combination of the marginal random…

Probability · Mathematics 2017-03-06 Piotr Jaworski , Marcin Pitera

We investigate the universality of singular value and eigenvalue distributions of matrix valued functions of independent random matrices and apply these general results in several examples. In particular we determine the limit distribution…

Probability · Mathematics 2014-08-19 F. Götze , H. Kösters , A. Tikhomirov

This work studies the distribution of the nonsymmetric matrix $\mathbf{E}^{-1}\mathbf{H}$. This random product is of fundamental interest under the general multivariate linear hypothesis setting. Specifically when $\mathbf{H}$ and…

Statistics Theory · Mathematics 2024-10-25 José A. Díaz-García , Francisco J. Caro-Lopera

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

Probability · Mathematics 2019-03-11 Lívia Leššova , Ján Mačutek

In this paper we introduce the zero-adjusted Birnbaum-Saunders regression model. This new model generalizes at least seven Birnbaum-Saunders regression models. The idea of this modeling is mixing a degenerate distribution at zero with a…

Methodology · Statistics 2020-07-27 Vera Tomazella , Juvêncio S. Nobre , Gustavo H. A. Pereira , Manoel Santos-Neto

The length-biased Birnbaum-Saunders distribution is both useful and practical for environmental sciences. In this paper, we initially derive some new properties for the length-biased Birnbaum-Saunders distribution, showing that one of its…

Methodology · Statistics 2020-12-29 Kessys L. P. Oliveira , Bruno S. Castro , Helton Saulo , Roberto Vila
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