On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application
28 Apr 2018
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Saulo Helton
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Leão Jeremias
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Vila Roberto
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Leiva Victor
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Tomazella Vera
Birnbaum-Saunders models have been widely used to model positively skewed
data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution
which has the means as parameters...We present some properties of the univariate
and bivariate Birnbaum-Saunders models. We discuss the maximum likelihood and
modified moment estimation of the model parameters and associated inference. A
simulation study is conducted to evaluate the performance of the maximum
likelihood and modified moment estimators. The probability coverages of
confidence intervals are also discussed. Finally, a real-world data analysis is
carried out for illustrating the proposed model.(read more)