Article ID Journal Published Year Pages File Type
1152169 Statistics & Probability Letters 2013 7 Pages PDF
Abstract

The Birnbaum–Saunders distribution is based on the asymptotic normality of a sum of random variables. We propose a new version of this distribution assuming that the number of terms of such a sum depends on a non-homogeneous Poisson process. The classical Birnbaum–Saunders distribution is obtained when a homogeneous Poisson process is considered.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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