Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152169 | Statistics & Probability Letters | 2013 | 7 Pages |
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
Authors
Raúl Fierro, Víctor Leiva, Fabrizio Ruggeri, Antonio Sanhueza,