Utilize este identificador para referenciar este registo:
https://hdl.handle.net/1822/59401
Título: | Failure rate of Birnbaum–Saunders distributions: shape, change-point, estimation and robustness |
Autor(es): | Athayde, Emilia Azevedo, Assis Barros, Michelli Leiva, Víctor |
Palavras-chave: | Likelihood-based methods Bootstrapping Student-t distribution R computer language Logistic distribution Monte Carlo simulation logistic normal and Student-t distributions |
Data: | Mar-2019 |
Editora: | Brazilian Statistical Association |
Revista: | Brazilian Journal of Probability and Statistics |
Resumo(s): | The Birnbaum–Saunders (BS) distribution has been largely studied and applied. A random variable with BS distribution is a transformation of another random variable with standard normal distribution. Generalized BS distributions are obtained when the normally distributed random variable is replaced by another symmetrically distributed random variable. This allows us to obtain a wide class of positively skewed models with lighter and heavier tails than the BS model. Its failure rate admits several shapes, including the unimodal case, with its change-point being able to be used for different purposes. For example, to establish the reduction in a dose, and then in the cost of the medical treatment. We analyze the failure rates of generalized BS distributions obtained by the logistic, normal and Student-t distributions, considering their shape and change-point, estimating them, evaluating their robustness, assessing their performance by simulations, and applying the results to real data from different areas. |
Tipo: | Artigo |
URI: | https://hdl.handle.net/1822/59401 |
DOI: | 10.1214/17-BJPS389 |
ISSN: | 0103-0752 |
e-ISSN: | 0103-0752 |
Versão da editora: | https://doi.org/10.1214/17-BJPS389 |
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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article_BJPS389_Repositorium.pdf | 748,53 kB | Adobe PDF | Ver/Abrir |