On an extreme value version of the Birnbaum-Saunders distribution

* The Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. T...

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Bibliographic Details
Published inRevstat Vol. 10; no. 2; p. 181
Main Authors Ferreira, Marta, Gomes, M. Ivette, Leiva, Victor
Format Journal Article
LanguageEnglish
Published Instituto Nacional de Estatistica 01.06.2012
Instituto Nacional de Estatística | Statistics Portugal
Subjects
Distribution (Probability theory)
domain of attraction
extreme data
likelihood method
Mathematical research
R computer language
Statistical models
Variables (Mathematics)
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ISSN1645-6726
2183-0371
DOI10.57805/revstat.v10i2.116

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Summary:* The Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are larger or smaller than others previously observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum-Saunders distribution. Key-Words: * domain of attraction; extreme data; likelihood method; R computer language. AMS Subject Classification: * 60E05, 62G32, 62N02, 62N99.
ISSN:1645-6726
2183-0371
DOI:10.57805/revstat.v10i2.116