Forthcoming

A New Bivariate Birnbaum-Saunders Type Distribution Based on the Skew Generalized Normal Model

Accepted - June 2021

Authors

Keywords:

Birnbaum-Saunders distribution, bivariate distribution, conditional specifications, EM algorithm

Abstract

It is well known that it is possible to represent a Birnbaum-Saunders variable as a relatively simple (and invertible) function of a standard normal random variable. Marginal transformations of this kind are applied in this paper to a bivariate distribution with generalized skew-normal conditionals (and normal marginals), to obtain a new bivariate Birnbaum-Saunders distribution. Parameter estimation for this model is implemented using an EM algorithm. A simulation study sheds light on the performance of the estimation strategy. Data from a cancer risk study is used to illustrate use of the model. For this data set, the new model exhibits better performance than does a competing skew-normal based model already discussed in the literature. Possible multivariate extensions of the new model are outlined.

Published

2021-06-04

How to Cite

C. Arnold , B., Gallardo , D., & W. Gómez , H. (2021). A New Bivariate Birnbaum-Saunders Type Distribution Based on the Skew Generalized Normal Model: Accepted - June 2021. REVSTAT-Statistical Journal. Retrieved from https://revstat.ine.pt/index.php/REVSTAT/article/view/396

Issue

Section

Forthcoming Paper