Work

Estimation in the Birnbaum-Saunders distribution based on scale-mixture of normals and the EM-algorithm

Year: 2009

Type: article

Abstract: Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure. Keywords: Birnbaum-Saunders distribution, EM-algorithm, kurtosis, maximum likelihood methods, robust estimation, scale mixtures of normal distributions.

Source: Sort-statistics and Operations Research Transactions

Authors: N. Balakrishnan, Víctor Leiva, Antonio Sanhueza, Filidor Vilca

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Fundação de Amparo à Pesquisa do Estado de São Paulo

OpenAlex ID: W2125955937

FWCI: 2.427

Cites: 27

Cited by: 62

Related to: 10