On an Extreme Value Version of The Birnbaum–Saunders Distribution
The Birnbaum–Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum–Saunders distribution can be stochastically represented by another random variable used as basis. Th...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2012-07-01
|
| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/116 |
| _version_ | 1818513292198412288 |
|---|---|
| author | Marta Ferreira M. Ivette Gomes Víctor Leiva |
| author_facet | Marta Ferreira M. Ivette Gomes Víctor Leiva |
| author_sort | Marta Ferreira |
| collection | DOAJ |
| description |
The Birnbaum–Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum–Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum–Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are larger or smaller than others previously observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum–Saunders distribution.
|
| first_indexed | 2024-12-10T23:59:14Z |
| format | Article |
| id | doaj.art-85649bd57e714999b6dd666fb408eeee |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-12-10T23:59:14Z |
| publishDate | 2012-07-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-85649bd57e714999b6dd666fb408eeee2022-12-22T01:28:31ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712012-07-0110210.57805/revstat.v10i2.116On an Extreme Value Version of The Birnbaum–Saunders DistributionMarta Ferreira 0M. Ivette Gomes 1Víctor Leiva 2Universidade do MinhoUniversidade de LisboaUniversidad de Valparaíso The Birnbaum–Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum–Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum–Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are larger or smaller than others previously observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum–Saunders distribution. https://revstat.ine.pt/index.php/REVSTAT/article/view/116domain of attractionextreme datalikelihood methodR computer language |
| spellingShingle | Marta Ferreira M. Ivette Gomes Víctor Leiva On an Extreme Value Version of The Birnbaum–Saunders Distribution Revstat Statistical Journal domain of attraction extreme data likelihood method R computer language |
| title | On an Extreme Value Version of The Birnbaum–Saunders Distribution |
| title_full | On an Extreme Value Version of The Birnbaum–Saunders Distribution |
| title_fullStr | On an Extreme Value Version of The Birnbaum–Saunders Distribution |
| title_full_unstemmed | On an Extreme Value Version of The Birnbaum–Saunders Distribution |
| title_short | On an Extreme Value Version of The Birnbaum–Saunders Distribution |
| title_sort | on an extreme value version of the birnbaum saunders distribution |
| topic | domain of attraction extreme data likelihood method R computer language |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/116 |
| work_keys_str_mv | AT martaferreira onanextremevalueversionofthebirnbaumsaundersdistribution AT mivettegomes onanextremevalueversionofthebirnbaumsaundersdistribution AT victorleiva onanextremevalueversionofthebirnbaumsaundersdistribution |