Normal mean-variance Lindley Birnbaum–Saunders distribution

Farzane Hashemi, Mehrdad Naderi, Ahad Jamalizadeh
2019 Statistics and its Interface  
The generalization of Birnbaum-Saunders (BS) distribution has recently received considerable attention to provide accurate inferential results in dealing with survival data, reliability problems, fatigue life studies and hydrological data. This paper introduces a new extension of the BS distribution based on the normal mean-variance mixture of Lindley distribution. Since the proposed lifetime distribution can take positive and negative skewness and can have decreasing, increasing, upside-down
more » ... sing, upside-down bathtub, increasing-decreasingincreasing and decreasing-increasing-decreasing hazard rate functions, it may provide more flexible model than the existing extensions of BS distribution. Some properties of the new distribution are derived and the computationally analytical EM-type algorithm is developed for computing maximum likelihood estimates. Finally, the performance of the proposed methodology is illustrated through analyzing two real data sets.
doi:10.4310/sii.2019.v12.n4.a8 fatcat:zvgygffbfndk7pi22qnayr5fci