On a new type of Birnbaum-Saunders models and its inference and application to fatigue data

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dc.contributor.authorArrue, Jaime
dc.contributor.authorArellano-Valle, Reinaldo B.
dc.contributor.authorGomez, Hector W.
dc.contributor.authorLeiva, Victor
dc.date.accessioned2025-01-23T19:57:27Z
dc.date.available2025-01-23T19:57:27Z
dc.date.issued2020
dc.description.abstractThe Birnbaum-Saunders distribution is a widely studied model with diverse applications. Its origins are in the modeling of lifetimes associated with material fatigue. By using a motivating example, we show that, even when lifetime data related to fatigue are modeled, the Birnbaum-Saunders distribution can be unsuitable to fit these data in the distribution tails. Based on the nice properties of the Birnbaum-Saunders model, in this work, we use a modified skew-normal distribution to construct such a model. This allows us to obtain flexibility in skewness and kurtosis, which is controlled by a shape parameter. We provide a mathematical characterization of this new type of Birnbaum-Saunders distribution and then its statistical characterization is derived by using the maximum-likelihood method, including the associated information matrices. In order to improve the inferential performance, we correct the bias of the corresponding estimators, which is supported by a simulation study. To conclude our investigation, we retake the motivating example based on fatigue life data to show the good agreement between the new type of Birnbaum-Saunders distribution proposed in this work and the data, reporting its potential applications.
dc.fuente.origenWOS
dc.identifier.doi10.1080/02664763.2019.1668365
dc.identifier.eissn1360-0532
dc.identifier.issn0266-4763
dc.identifier.urihttps://doi.org/10.1080/02664763.2019.1668365
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/100738
dc.identifier.wosidWOS:000489468100001
dc.issue.numero13-15
dc.language.isoen
dc.pagina.final2710
dc.pagina.inicio2690
dc.revistaJournal of applied statistics
dc.rightsacceso restringido
dc.subjectCorrection of bias
dc.subjectfatigue life data
dc.subjectmaximum likelihood method
dc.subjectMonte Carlo simulation
dc.subjectR software
dc.subjectskew-normal distribution
dc.titleOn a new type of Birnbaum-Saunders models and its inference and application to fatigue data
dc.typeartículo
dc.volumen47
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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