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Revista Integración

Print version ISSN 0120-419X

Abstract

MORENO-ARENAS, Germán; MARTINEZ-FLOREZ, Guillermo  and  BOLFARIN, Heleno. Power Birnbaum-Saunders Student t distribution. Integración - UIS [online]. 2017, vol.35, n.1, pp.51-70. ISSN 0120-419X.  https://doi.org/10.18273/revint.v35n1-2017004.

The fatigue life distribution proposed by Birnbaum and Saunders has been used quite effectively to model times to failure for materials subject to fatigue. In this article, we introduce an extension of the classical Birnbaum-Saunders distribution substituting the normal distribution by the power Student t distribution. The new distribution is more flexible than the classical Birnbaum-Saunders distribution in terms of asymmetry and kurtosis. We discuss maximum likelihood estimation of the model parameters and associated regression model. Two real data set are analysed and the results reveal that the proposed model better some other models proposed in the literature.

Keywords : Birnbaum-Saunders distribution; alpha-power distribution; power Student t distribution.

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