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arXiv · 1204.6286

Skewed Multivariate Birnbaum-Saunders Distributions

Artur J. Lemonte·Guillermo Martínez-Florez·Germán Moreno-Arenas
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Abstract

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 distribution in the multivariate setting and derive several of its properties. The proposed skewed multivariate model is an absolutely continuous distribution whose marginals are univariate Birnbaum-Saunders distributions. Estimation of the parameters by maximum likelihood is discussed and the Fisher's information matrix is determined. A skewed bivariate version for the generalized Birnbaum-Saunders distribution is also introduced. We provide an application to real data which illustrates the usefulness of the proposed multivariate model.

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Artur J. Lemonte, Guillermo Martínez-Florez, Germán Moreno-Arenas. 2012-04-27. Skewed Multivariate Birnbaum-Saunders Distributions. https://arxiv.org/abs/1204.6286

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