| Date: |
2009 |
| Abstract: |
Scale mixtures of normal (SMN) distributions are used for modeling symmetric data. Members of this family have appealing properties such as robust estimates, easy number generation, and efficient computation of the ML estimates via the EM-algorithm. The Birnbaum-Saunders (BS) distribution is a positively skewed model that is related to the normal distribution and has received considerable attention. We introduce a type of BS distributions based on SMN models, produce a lifetime analysis, develop the EM-algorithm for ML estimation of parameters, and illustrate the obtained results with real data showing the robustness of the estimation procedure. |
| Rights: |
Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.  |
| Language: |
Anglès |
| Document: |
Article ; recerca ; Versió publicada |
| Subject: |
Birnbaum-Saunders distribution ;
EM-algorithm ;
Kurtosis ;
Maximum likelihood methods ;
Robust estimation ;
Scale mixtures of normal distributions |
| Published in: |
SORT : statistics and operations research transactions, Vol. 33, Núm. 2 (July-December 2009) , p. 171-192, ISSN 2013-8830 |
guest ::
