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Bimodal Birnbaum–Saunders distribution with applications to non negative measurements

Neveka M. Olmos, Guillermo Martínez-Flórez and Heleno Bolfarine

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 13, 6240-6257

Abstract: In this article, we introduce a new extension of the Birnbaum–Saunders (BS) distribution as a follow-up to the family of skew-flexible-normal distributions. This extension produces a family of BS distributions including densities that can be unimodal as well as bimodal. This flexibility is important in dealing with positive bimodal data, given the difficulties experienced by the use of mixtures of distributions. Some basic properties of the new distribution are studied including moments. Parameter estimation is approached by the method of moments and also by maximum likelihood, including a derivation of the Fisher information matrix. Three real data illustrations indicate satisfactory performance of the proposed model.

Date: 2017
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DOI: 10.1080/03610926.2015.1133824

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