A New Extended Birnbaum–Saunders Model: Properties, Regression and Applications

Gauss Moutinho Cordeiro, Maria Do Carmo Soares De Lima, Edwin Moisés Marcos Ortega and Adriano Kamimura Suzuki
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Gauss Moutinho Cordeiro: Departamento de Estatística, Universidade Federal de Pernambuco, Recife 50740-540, Brazil
Maria Do Carmo Soares De Lima: Departamento de Estatística, Universidade Federal de Pernambuco, Recife 50740-540, Brazil
Edwin Moisés Marcos Ortega: Departamento de Ciências Exatas, Universidade de São Paulo, São Paulo 13418-900, Brazil
Adriano Kamimura Suzuki: Departamento de Matemática Aplicada e Estatística, Universidade de São Paulo, São Paulo 13566-590, Brazil

Stats, 2018, vol. 1, issue 1, 1-16

Abstract: We propose an extended fatigue lifetime model called the odd log-logistic Birnbaum–Saunders–Poisson distribution, which includes as special cases the Birnbaum–Saunders and odd log-logistic Birnbaum–Saunders distributions. We obtain some structural properties of the new distribution. We define a new extended regression model based on the logarithm of the odd log-logistic Birnbaum–Saunders–Poisson random variable. For censored data, we estimate the parameters of the regression model using maximum likelihood. We investigate the accuracy of the maximum likelihood estimates using Monte Carlo simulations. The importance of the proposed models, when compared to existing models, is illustrated by means of two real data sets.

Keywords: Birnbaum–Saunders distribution; fatigue life distribution; lifetime data; maximum likelihood estimation; regression model (search for similar items in EconPapers)
JEL-codes: C1 C10 C11 C14 C15 C16 (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:gam:jstats:v:1:y:2018:i:1:p:4-47:d:147763

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