## Brazilian Journal of Probability and Statistics

### A new extension of the Birnbaum–Saunders distribution

Artur J. Lemonte

#### Abstract

In this paper, a new extension for the Birnbaum–Saunders distribution, which has been applied to the modeling of fatigue failure times and reliability studies, is introduced. The proposed model, called the Marshall–Olkin extended Birnbaum–Saunders distribution, arises based on the scheme introduced by Marshall and Olkin [Biometrika 84 (1997) 641–652]. The maximum likelihood estimators and statistical inference for the new distribution parameters and influence diagnostic for the new distribution are presented. Finally, the proposed new distribution is applied to model three real data sets.

#### Article information

Source
Braz. J. Probab. Stat. Volume 27, Number 2 (2013), 133-149.

Dates
First available in Project Euclid: 21 February 2013

http://projecteuclid.org/euclid.bjps/1361455031

Digital Object Identifier
doi:10.1214/11-BJPS160

Mathematical Reviews number (MathSciNet)
MR3028800

Zentralblatt MATH identifier
06365955

#### Citation

Lemonte, Artur J. A new extension of the Birnbaum–Saunders distribution. Braz. J. Probab. Stat. 27 (2013), no. 2, 133--149. doi:10.1214/11-BJPS160. http://projecteuclid.org/euclid.bjps/1361455031.

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