On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process

Raúl Fierro, Víctor Leiva, Fabrizio Ruggeri and Antonio Sanhueza

Statistics & Probability Letters, 2013, vol. 83, issue 4, 1233-1239

Abstract: The Birnbaum–Saunders distribution is based on the asymptotic normality of a sum of random variables. We propose a new version of this distribution assuming that the number of terms of such a sum depends on a non-homogeneous Poisson process. The classical Birnbaum–Saunders distribution is obtained when a homogeneous Poisson process is considered.

Keywords: Central limit theorem; Convergence in distribution; Poisson process (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:4:p:1233-1239

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DOI: 10.1016/j.spl.2012.12.018

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