Flexible Log-Linear Birnbaum–Saunders Model

Guillermo Martínez-Flórez, Inmaculada Barranco-Chamorro and Héctor W. Gómez
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Guillermo Martínez-Flórez: Departamento de Matemáticas y Estadística, Facultad de Ciencias Básicas, Universidad de Córdoba, Córdoba 230027, Colombia
Inmaculada Barranco-Chamorro: Departamento de Estadística e I.O., Facultad de Matemáticas, Universidad de Sevilla, 41012 Sevilla, Spain
Héctor W. Gómez: Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile

Mathematics, 2021, vol. 9, issue 11, 1-23

Abstract: Rieck and Nedelman (1991) introduced the sinh-normal distribution. This model was built as a transformation of a N(0,1) distribution. In this paper, a generalization based on a flexible skew normal distribution is introduced. In this way, a more general model is obtained that can describe a range of asymmetric, unimodal and bimodal situations. The paper is divided into two parts. First, the properties of this new model, called flexible sinh-normal distribution, are obtained. In the second part, the flexible sinh-normal distribution is related to flexible Birnbaum–Saunders, introduced by Martínez-Flórez et al. (2019), to propose a log-linear model for lifetime data. Applications to real datasets are included to illustrate our findings.

Keywords: flexible Birnbaum–Saunders distribution; flexible Sinh-Normal distribution; lifetime regression model; log Birnbaum–Saunders regression model (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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