A Multivariate Birnbaum-Saunders Distribution Based on the Multivariate Skew Normal Distribution

An Extension of the Birnbaum-Saunders Distribution Based on Skew-Normal t Distribution

In this paper, we introducte a family of univariate Birnbaum-Saunders distributions arising from the skew-normal-t  distribution. We obtain several properties of this distribution such as its moments, the maximum likelihood estimation procedure via an EM-algorithm and a method to evaluate standard errors using the EM-algorithm. Finally, we apply these methods to a real data set to demonstr...

On Multivariate Log Birnbaum-Saunders Distribution

Univariate Birnbaum-Saunders distribution has received a considerable attention in recent years. Rieck and Nedelman (1991) introduced a log Birnbaum-Saunders distribution. We introduce a multivariate log Birnbaum-Saunders distribution and discuss its different properties. It is observed that the proposed multivariate model can be obtained from the multivariate Gaussian copula. We have proposed ...

Generalized Birnbaum-Saunders Distribution

The two-parameter Birnbaum–Saunders (BS) distribution was originally proposed as a failure time distribution for fatigue failure caused under cyclic loading. BS model is a positively skewed statistical distribution which has received great attention in recent decades. Several extensions of this distribution with various degrees of skewness, kurtosis and modality are considered. In particular, a...

Screening for a Multivariate Mixture Normal Distribution

On the multivariate Skew-Normal distribution and its scale mixtures

In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.