The bivariate Birnbaum-Saunders distribution based on the skew-normal distribution

• Grant number: 14/07832-4
• Support Opportunities: Scholarships abroad - Research
• Start date: July 16, 2014
• End date: July 30, 2014
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Filidor Edilfonso Vilca Labra
• Grantee: Filidor Edilfonso Vilca Labra
• Host Investigator: Narayanaswamy Balakrishnan
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Institution abroad: McMaster University, Canada

Abstract

We derive here a study of the bivariate Birnbaum-Saunders (BS) by basing it on the bivariate skew-normal (SN) distribution. This resulting bivariate Birnbaum-Saunders distribution is an absolutely continuous distribution whose marginals are a type of generalized univariate Birnbaum-Saunders distributions. We derive its important characteristics and properties. The estimation is based on the EM algorithm (AU)