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Epsilon Birnbaum-Saunders distribution family: properties and inference. (English) Zbl 1284.60026

Summary: We introduce a new extension for the Birnbaum-Saunder distribution based on the family of the epsilon-skew-symmetric distributions studied in [R. B. Arellano-Valle et al., J. Stat. Plann. Inference 128, No. 2, 427–443 (2005; Zbl 1095.62015)]. The extension allows generating Birnbaun-Saunders type distributions able to deal with extreme or outlying observations [D. J. Dupuis and J. E. Mills, “Robust estimation of the Birnbaum-Saunders distribution”, IEEE Trans. Reliab. 47, No. 1, 88–95 (1998; doi:10.1109/24.690913)]. Basic properties such as moments and Fisher information matrix are also studied. Results of a real data application are reported illustrating good fitting properties of the proposed model.

MSC:

60E05 Probability distributions: general theory
62B10 Statistical aspects of information-theoretic topics
62N05 Reliability and life testing

Citations:

Zbl 1095.62015
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References:

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