机构:
Univ Fed Rio Grande do Sul, Dept Econ, Av Joao Pessoa 52, Porto Alegre, RS, BrazilUniv Fed Rio Grande do Sul, Dept Econ, Av Joao Pessoa 52, Porto Alegre, RS, Brazil
Saulo, Helton
[1
]
Leao, Jeremias
论文数: 0引用数: 0
h-index: 0
机构:
Univ Fed Piaui, Dept Estat, Teresina, BrazilUniv Fed Rio Grande do Sul, Dept Econ, Av Joao Pessoa 52, Porto Alegre, RS, Brazil
Leao, Jeremias
[2
]
Bourguignon, Marcelo
论文数: 0引用数: 0
h-index: 0
机构:
Univ Fed Pernambuco, Dept Estat, Recife, PE, BrazilUniv Fed Rio Grande do Sul, Dept Econ, Av Joao Pessoa 52, Porto Alegre, RS, Brazil
Bourguignon, Marcelo
[3
]
机构:
[1] Univ Fed Rio Grande do Sul, Dept Econ, Av Joao Pessoa 52, Porto Alegre, RS, Brazil
[2] Univ Fed Piaui, Dept Estat, Teresina, Brazil
[3] Univ Fed Pernambuco, Dept Estat, Recife, PE, Brazil
Birnbaum-Saunders distribution;
Distribution theory;
Kumaraswamy Birnbaum-Saunders distribution;
D O I:
10.1080/15598608.2012.719814
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Motivated by the recent work of Cordeiro and Castro (2011), we study the Kumaraswamy Birnbaum-Saunders (Kw-BS) distribution. This distribution provides an enormous flexibility in modeling heavy-tailed and skewed data. We derive some mathematical properties of the Kw-BS including moments, quantile function, average lifetime function, mean residual lifetime function, and order statistics. In addition, we discuss maximum likelihood estimation of the model parameters.