Journal of the Iranian Statistical Society
پژوهشنامه انجمن آمار ایران
JIRSS
Basic Sciences
http://jirss.irstat.ir
1
admin
1726-4057
2538-189X
8
10.29252/jirss
14
1726-4057
13
en
jalali
1398
9
1
gregorian
2019
12
1
18
2
online
1
fulltext
en
Skew–Normal Mean–Variance Mixture of Birnbaum–Saunders Distribution and Its Associated Inference and Application
62Exx: Distribution theory
62Exx: Distribution theory
Original Paper
Original Paper
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.
Birnbaum-Saunders, ECM Algorithm, Observed Information Matrix, Robustness, Scale-Shape Mixtures.
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113
http://jirss.irstat.ir/browse.php?a_code=A-11-497-1&slc_lang=en&sid=1
Mostafa
Tamandi
`10031947532846003074`

10031947532846003074
No
Department of Statistics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran.
Hossein
Negarestani
`10031947532846003075`

10031947532846003075
No
Young Researchers Society, Shahid Bahonar University of Kerman, Kerman, Iran, and Department of Statistics, Faculty of Mathematics and Computers, Shahid Bahonar University of Kerman, Kerman, Iran.
Ahad
Jamalizadeh
`10031947532846003076`

10031947532846003076
Yes
Department of Statistics, Faculty of Mathematics and Computers, Shahid Bahonar University of Kerman, Kerman, Iran.
Mehdi
Amiri
`10031947532846003077`

10031947532846003077
No
Department of Statistics, Faculty of Basic Sciences, University of Hormozgan, Bandar abbas, Iran.