Volume 16, Issue 1 (6-2017)                   JIRSS 2017, 16(1): 33-51 | Back to browse issues page

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Abstract:   (2188 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 ‎ranges of skewness and kurtosis‎. ‎Moreover‎, ‎it is useful for modeling highly asymmetric data in various theoretical and applied statistical problems‎. ‎The maximum likelihood‎ ‎estimates of the parameters of the model are computed iteratively by feasible‎ ‎EM algorithm‎. ‎To illustrate the finite sample properties and performance of the‎ ‎estimators‎, ‎we conduct a simulation study and illustrate the usefulness of the new model by analyzing a real dataset‎.

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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