摘要:The Birnbaum–Saunders (BS) distribution is a model that is receiving considerable attention due to its good properties. We provide some results on moments of a repa- rameterized version of the BS distribution and a generation method of random num- bers from this distribution. In addition, we propose estimation and inference for the mentioned parameterization based on maximum likeliho od, moment, modified moment and generalized moment methods. By means of a Monte Carlo simulation study, we evaluate the performance of the proposed estimators. We discuss applica- tions of the reparameterized BS distribution from di.erent scientific fields and analyze two real-world data sets to illustrate our results. The simulated and real data are analyzed by using the R software.
关键词:data analysis; maximum likelihood and moment estimation; Monte Carlo method; ; random number generation; statistical software