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TitleA characterization of the generalized Birnbaum-Saunders distribution
Author(s)Athayde, Emilia
KeywordsBirnbaum-Saunders distribution
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Issue dateJul-2017
PublisherInstituto Nacional de Estatística (INE)
JournalREVSTAT: Statistical Journal
Abstract(s)The Birnbaum–Saunders (BS) model is a fatigue life distribution related to the normal one with appealing properties. It is a non-negative transformation of a N(0,1) random variable Z, and its extended version, the so-called generalized Birnbaum– Saunders (GBS) model, obtained replacing Z by any other symmetric continuous random variable, shares the same properties. In this paper we characterize the GBS distribution according to one of its outstanding properties and take advantage of this characterization to derive a graphical procedure to assess whether an observed data set follows a GBS distribution. We further develop a goodness-of-fit test for the hypothesis that the data follow a BS distribution with unknown parameters and apply the results to real data sets.
Publisher versionThe original publication is available at
AccessRestricted access (UMinho)
Appears in Collections:CMAT - Artigos em revistas com arbitragem / Papers in peer review journals

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