An extension of the Birnbaum-Saunders distribution based on normal Inverse Gaussian

• Grant number: 13/10899-0
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: September 01, 2013
• End date: February 28, 2014
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Filidor Edilfonso Vilca Labra
• Grantee: Fernanda Cristina Rosário Alberti Eleuterio
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

The main of this proposal is to present a study of the Birnbaum-Saunders (BS) distribution based on the scale mixture of Normal distribution, where the mixing distribution is the Inverse Gaussina (IG). The resulting distribution is a type of BS distribution, which is an extension of classical BS distribution. Based on this proposal, we reproduce the properties of the classical BS distribution and present a study estimation based on method of moments and maximum likelihood. (AU)