Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/20266
Título: | On an extreme value version of the Birnbaum-Saunders distribution |
Autor(es): | Ferreira, Marta Susana Gomes, Ivette Leiva, Víctor |
Palavras-chave: | Domain of attraction Extreme data Likelihood method R computer language |
Data: | Jun-2012 |
Editora: | Instituto Nacional de Estatística (INE) |
Revista: | REVSTAT: Statistical Journal |
Resumo(s): | The Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are more extreme than any that have already been observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum-Saunders distribution. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/20266 |
ISSN: | 1645-6726 |
Versão da editora: | http://www.ine.pt/revstat/inicio.html |
Arbitragem científica: | yes |
Acesso: | Acesso aberto |
Aparece nas coleções: | CMAT - Artigos em revistas com arbitragem / Papers in peer review journals |
Ficheiros deste registo:
Ficheiro | Descrição | Tamanho | Formato | |
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REVSTAT-91-2011R1.pdf | Documento principal | 932,26 kB | Adobe PDF | Ver/Abrir |