This paper presents a new finite mixture model using the normal mean-variance mixture of Birnbaum-Saunders distribution. The proposed model is multi-modal 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.
Naderi,M. , Arabpour,A. and Jamalizadeh,A. (2022). On the Finite Mixture Modeling via Normal Mean-Variance Birnbaum-Saunders Distribution. Journal of the Iranian Statistical Society, 16(1), 33-51. doi: 10.18869/acadpub.jirss.16.1.1003
MLA
Naderi,M. , , Arabpour,A. , and Jamalizadeh,A. . "On the Finite Mixture Modeling via Normal Mean-Variance Birnbaum-Saunders Distribution", Journal of the Iranian Statistical Society, 16, 1, 2022, 33-51. doi: 10.18869/acadpub.jirss.16.1.1003
HARVARD
Naderi M., Arabpour A., Jamalizadeh A. (2022). 'On the Finite Mixture Modeling via Normal Mean-Variance Birnbaum-Saunders Distribution', Journal of the Iranian Statistical Society, 16(1), pp. 33-51. doi: 10.18869/acadpub.jirss.16.1.1003
CHICAGO
M. Naderi, A. Arabpour and A. Jamalizadeh, "On the Finite Mixture Modeling via Normal Mean-Variance Birnbaum-Saunders Distribution," Journal of the Iranian Statistical Society, 16 1 (2022): 33-51, doi: 10.18869/acadpub.jirss.16.1.1003
VANCOUVER
Naderi M., Arabpour A., Jamalizadeh A. On the Finite Mixture Modeling via Normal Mean-Variance Birnbaum-Saunders Distribution. JIRSS, 2022; 16(1): 33-51. doi: 10.18869/acadpub.jirss.16.1.1003
Journal of the Iranian Statistical Society