On a bivariate Birnbaum-Saunders distribution parameterized by its means: features, reliability analysis and application

2018/04/28 by Helton Saulo, Saulo, Helton, Jeremias Leão +7
Engineering · Mathematics · #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Methodology (stat.ME) #Reliability and Maintenance Optimization #Statistical Distribution Estimation and Applications

paper · pdf · doi:10.48550/arxiv.1804.10820

openalex publication_date 2018/04/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Birnbaum-Saunders models have been widely used to model positively skewed data. In this paper, we introduce a bivariate Birnbaum-Saunders distribution which has the means as parameters. We present some properties of the univariate and bivariate Birnbaum-Saunders models. We discuss the maximum likelihood and modified moment estimation of the model parameters and associated inference. A simulation study is conducted to evaluate the performance of the maximum likelihood and modified moment estimators. The probability coverages of confidence intervals are also discussed. Finally, a real-world data analysis is carried out for illustrating the proposed model.

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