Normal mean-variance Lindley Birnbaum--Saunders distribution

Farzane Hashemi, Mehrdad Naderi*, Ahad Jamalizadeh

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

7 Citations (Scopus)

Abstract

The generalization of Birnbaum–Saunders (BS) distribution has recently received considerable attention to provide accurate inferential results in dealing with survival data, reliability problems, fatigue life studies and hydrological data. This paper introduces a new extension of the BS distribution based on the normal mean-variance mixture of Lindley distribution. Since the proposed lifetime distribution can take positive and negative skewness and can have decreasing, increasing, upside-down bathtub, increasing-decreasingincreasing and decreasing-increasing-decreasing hazard rate functions, it may provide more flexible model than the existing extensions of BS distribution. Some properties of the new distribution are derived and the computationally analytical EM-type algorithm is developed for computing maximum likelihood estimates. Finally, the performance of the proposed methodology is illustrated through analyzing two real data sets.
Original languageEnglish
Pages (from-to)585-597
Number of pages13
JournalStatistics and its Interface
Volume12
Issue number4
DOIs
Publication statusPublished - 18 Jul 2019
Externally publishedYes

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