A Note on the Birnbaum–Saunders Conditionals Model

As an alternative to available bivariate Birnbaum–Saunders (BS) models, a conditionally specified distribution with BS conditionals is considered. The behavior of conditional or pseudo-likelihood parameter estimates of the model parameters is investigated via simulation. A comparison using a mineral...

Full description

Bibliographic Details
Main Authors: Barry C. Arnold, Diego I. Gallardo, Héctor W. Gómez
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/13/5/762
Description
Summary:As an alternative to available bivariate Birnbaum–Saunders (BS) models, a conditionally specified distribution with BS conditionals is considered. The behavior of conditional or pseudo-likelihood parameter estimates of the model parameters is investigated via simulation. A comparison using a mineralogy data set suggests that the conditionally specified model outperforms competing models (with BS marginals). An analogous comparison using a well-known data set of Australian athletes also suggests the superiority of the conditionally specified model. Further investigation of its possible general superiority is suggested.
ISSN:2073-8994