A New Bivariate Birnbaum-Saunders Type Distribution Based on the Skew Generalized Normal Model

It is well known that it is possible to represent a Birnbaum-Saunders variable as a relatively simple (and invertible) function of a standard normal random variable. Marginal transformations of this kind are applied in this paper to a bivariate distribution with generalized skew-normal conditionals...

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Bibliographic Details
Main Authors: Barry C. Arnold, Diego Gallardo, Héctor W. Gómez
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2023-05-01
Series:Revstat Statistical Journal
Subjects:
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/396