جلد 18، شماره 2 - ( 9-1398 )                   جلد 18 شماره 2 صفحات 87-113 | برگشت به فهرست نسخه ها


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Tamandi M, Negarestani H, Jamalizadeh A, Amiri M. Skew–Normal Mean–Variance Mixture of Birnbaum–Saunders Distribution and Its Associated Inference and Application. JIRSS. 2019; 18 (2) :87-113
URL: http://jirss.irstat.ir/article-1-499-fa.html
Skew–Normal Mean–Variance Mixture of Birnbaum–Saunders Distribution and Its Associated Inference and Application. پژوهشنامه انجمن آمار ایران. 1398; 18 (2) :87-113

URL: http://jirss.irstat.ir/article-1-499-fa.html


چکیده:   (572 مشاهده)
This paper presents a skew-normal mean-variance mixture based on Birnbaum-Saunders (SNMVBS) distribution and discusses some of its key properties. The SNMVBS distribution can be thought as a flexible extension of the normal mean-variance mixture based on Birnbaum-Saunders (NMVBS) distribution as it possesses one additional shape parameter for providing more flexibility with skewness and kurtosis. Next, we develop a computationally feasible ECM algorithm for the maximum likelihood estimation of the model parameters. Asymptotic standard errors of the ML estimates are obtained through an approximation of the observed information matrix. Finally, the usefulness of the proposed model and its fitting method are illustrated through a Monte-Carlo simulation as well as three real-life datasets.
     
نوع مطالعه: Original Paper | موضوع مقاله: 62Exx: Distribution theory
دریافت: ۱۳۹۶/۱۱/۲۷ | پذیرش: ۱۳۹۷/۱۰/۵ | انتشار: ۱۳۹۸/۸/۴

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