The Transmuted Birnbaum–Saunders Distribution


  • Marcelo Bourguignon Universidade Federal do Rio Grande do Norte
  • Jeremias Leão Universidade Federal do Amazonas
  • Víctor Leiva Pontificia Universidad Católica de Valparaíso
  • Manoel Santos-Neto Universidade Federal de Campina Grande



data analysis, likelihood methods, Monte Carlo simulations, Ox and R softwares, transmutation map


The Birnbaum–Saunders distribution has been largely studied and applied because of its attractive properties. We introduce a transmuted version of this distribution. Various of its mathematical and statistical features are derived. We use the maximum likelihood method for estimating its parameters and determine the score vector and Hessian matrix for inference and diagnostic purposes. We evaluate the performance of the maximum likelihood estimators by a Monte Carlo study. We illustrate the potential applications of the new transmuted Birnbaum–Saunders distribution by means of three real-world data sets from different areas.



How to Cite

Bourguignon , M., Leão , J., Leiva , V., & Santos-Neto , M. (2017). The Transmuted Birnbaum–Saunders Distribution. REVSTAT-Statistical Journal, 15(4), 601–628.