DOI: 10.18869/acadpub.jirss.16.1.1003

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Abstract:   (438 Views)

‎This paper presents a new finite mixture model using the normal mean-variance‎

‎mixture of Birnbaum-Saunders distribution‎. ‎The proposed model is multimodal with wider‎

‎range of skewness and kurtosis‎, ‎and is beneficial for modelling data with large asymmetric‎

‎properties in the various theoretic and applied statistical problems‎. ‎The maximum likelihood‎

‎estimates of the model's parameters are computed iteratively by simple EM-type algorithm‎.

‎Proposing a simulation study to illustrate finite sample properties and performance of the obtained‎

‎estimators‎, ‎we demonstrate the usefulness of the new model by analysing a real data example‎. 

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Type of Study: Original Paper | Subject: 60Exx: Distribution theory
Received: 2016/07/10 | Accepted: 2017/02/20 | Published: 2017/02/20